+419.8%
TXN vs XHB
+215.4%
+204.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +2.8% |
| 7D | +4.0% | -4.6% | +8.6% | +7.0% |
| 30D | -2.9% | -9.1% | +6.3% | +2.9% |
| 3M | -9.1% | -8.6% | -0.5% | -4.5% |
| 6M | +36.6% | -4.0% | +40.7% | +39.0% |
| YTD | +57.5% | -3.9% | +61.4% | +59.4% |
| 1Y | +49.5% | -16.5% | +66.0% | +65.0% |
| 3Y | +76.5% | +22.6% | +54.0% | +49.6% |
| 5Y | +62.4% | +33.9% | +28.4% | +27.6% |
| All | +419.8% | +215.4% | +204.4% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling