+56.4%
TXN vs XLB
+32.8%
+23.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | +0.1% |
| 7D | +2.0% | -3.5% | +5.5% | +5.4% |
| 30D | -8.0% | -4.7% | -3.3% | -3.9% |
| 3M | -7.8% | +2.7% | -10.5% | -10.4% |
| 6M | +32.4% | +2.6% | +29.8% | +29.0% |
| YTD | +51.7% | +12.8% | +38.8% | +34.5% |
| 1Y | +44.3% | +14.0% | +30.3% | +26.7% |
| 3Y | +71.3% | +31.5% | +39.8% | +32.3% |
| 5Y | +56.4% | +33.4% | +23.0% | +19.0% |
| All | +56.4% | +32.8% | +23.6% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling