+49.5%
TXN vs XLB
+14.5%
+35.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.5% |
| 7D | +4.0% | -2.8% | +6.8% | +6.6% |
| 30D | -2.9% | -3.1% | +0.2% | -0.3% |
| 3M | -9.1% | -0.2% | -8.9% | -9.3% |
| 6M | +36.6% | +3.1% | +33.6% | +32.7% |
| YTD | +57.5% | +13.3% | +44.2% | +36.7% |
| 1Y | +49.5% | +12.0% | +37.5% | +31.5% |
| All | +49.5% | +14.5% | +35.0% | +31.5% |
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