+1,278.1%
TXN vs XHB
+167.3%
+1,110.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.4% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -9.5% | -9.1% | -0.4% | -5.2% |
| 3M | -10.5% | -2.3% | -8.2% | -9.8% |
| 6M | +35.4% | -4.1% | +39.5% | +37.6% |
| YTD | +51.8% | -1.7% | +53.5% | +51.9% |
| 1Y | +42.9% | -15.1% | +58.1% | +53.7% |
| 3Y | +71.3% | +26.8% | +44.5% | +49.5% |
| 5Y | +58.0% | +37.3% | +20.7% | +31.0% |
| 10Y | +393.3% | +205.7% | +187.6% | +176.7% |
| All | +1,278.1% | +167.3% | +1,110.8% | +564.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling