+2,261.3%
TXN vs XLB
+823.1%
+1,438.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +9.5% | +0.5% | +8.9% | +9.1% |
| 30D | +8.7% | +5.2% | +3.6% | +4.8% |
| 3M | +11.6% | +0.3% | +11.3% | +11.2% |
| 6M | +0.1% | +1.2% | -1.1% | -0.8% |
| YTD | +78.8% | +16.6% | +62.2% | +59.5% |
| 1Y | +91.2% | +21.4% | +69.8% | +65.6% |
| 3Y | +125.8% | +43.2% | +82.6% | +75.1% |
| 5Y | +83.8% | +28.0% | +55.8% | +54.4% |
| 10Y | +469.9% | +164.8% | +305.1% | +187.5% |
| All | +2,261.3% | +823.1% | +1,438.2% | +348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling