+41.6%
TXN vs XLB
+17.4%
+24.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +2.1% |
| 7D | -0.1% | -1.4% | +1.3% | +1.1% |
| 30D | -6.9% | -0.4% | -6.6% | -6.7% |
| 3M | -14.9% | +2.0% | -16.9% | -16.5% |
| 6M | +29.0% | +1.8% | +27.2% | +26.6% |
| YTD | +51.5% | +16.6% | +34.9% | +29.6% |
| 1Y | +41.6% | +16.9% | +24.6% | +19.3% |
| All | +41.6% | +17.4% | +24.2% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling