+125.8%
TXN vs XLC
+65.1%
+60.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.6% |
| 7D | +9.5% | +3.7% | +5.7% | +6.6% |
| 30D | +8.7% | -1.9% | +10.6% | +10.2% |
| 3M | +11.6% | -3.1% | +14.7% | +13.6% |
| 6M | +0.1% | -6.4% | +6.5% | +4.8% |
| YTD | +78.8% | -6.8% | +85.6% | +87.4% |
| 1Y | +91.2% | -1.7% | +92.9% | +90.1% |
| 3Y | +125.8% | +64.7% | +61.1% | +50.2% |
| All | +125.8% | +65.1% | +60.7% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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