+99.7%
TXN vs XLF
+15.8%
+84.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.2% |
| 7D | +1.0% | +5.5% | -4.4% | -0.4% |
| 30D | +6.1% | +9.9% | -3.7% | +3.2% |
| 3M | +10.4% | +2.6% | +7.7% | +9.6% |
| 6M | +12.6% | +15.6% | -3.0% | +6.2% |
| YTD | +83.5% | +9.4% | +74.0% | +80.3% |
| 1Y | +99.7% | +14.7% | +85.0% | +83.5% |
| All | +99.7% | +15.8% | +84.0% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling