+76.5%
TXN vs XLF
+74.2%
+2.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.3% |
| 7D | +4.0% | -1.5% | +5.4% | +5.3% |
| 30D | -2.9% | -1.2% | -1.7% | -2.0% |
| 3M | -9.1% | +9.2% | -18.3% | -16.3% |
| 6M | +36.6% | +16.3% | +20.3% | +18.1% |
| YTD | +57.5% | +5.4% | +52.1% | +49.2% |
| 1Y | +49.5% | +7.6% | +41.9% | +38.7% |
| 3Y | +76.5% | +74.2% | +2.3% | +1.9% |
| All | +76.5% | +74.2% | +2.3% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling