+71.9%
TXN vs XLB
+32.2%
+39.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.1% |
| 7D | +2.7% | -2.9% | +5.6% | +5.8% |
| 30D | -6.7% | -3.4% | -3.4% | -3.5% |
| 3M | -8.9% | +1.6% | -10.5% | -10.8% |
| 6M | +34.7% | +3.6% | +31.0% | +29.3% |
| YTD | +53.3% | +14.2% | +39.1% | +31.8% |
| 1Y | +45.0% | +15.6% | +29.5% | +23.0% |
| All | +71.9% | +32.2% | +39.6% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling