+186.6%
TXN vs XLC
+142.6%
+43.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | +2.2% | +0.6% | +1.6% | +1.6% |
| 30D | -9.5% | +0.2% | -9.7% | -10.0% |
| 3M | -10.5% | +0.6% | -11.2% | -11.9% |
| 6M | +35.4% | -4.5% | +39.9% | +39.6% |
| YTD | +51.8% | -4.7% | +56.5% | +56.4% |
| 1Y | +42.9% | -1.7% | +44.6% | +43.1% |
| 3Y | +71.3% | +72.3% | -0.9% | +3.9% |
| 5Y | +58.0% | +37.8% | +20.3% | +17.8% |
| All | +186.6% | +142.6% | +43.9% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling