+59.6%
TXN vs XLI
+80.9%
-21.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.8% | +2.6% |
| 7D | +4.0% | -1.7% | +5.6% | +6.0% |
| 30D | -2.9% | -7.3% | +4.4% | +5.9% |
| 3M | -9.1% | -1.3% | -7.8% | -7.4% |
| 6M | +36.6% | +2.2% | +34.4% | +34.5% |
| YTD | +57.5% | +11.7% | +45.8% | +40.2% |
| 1Y | +49.5% | +14.3% | +35.3% | +29.9% |
| 3Y | +76.5% | +70.3% | +6.2% | -0.1% |
| All | +59.6% | +80.9% | -21.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 5y: compounded portfolio wealth divided by compounded XLI 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…
5y analysis · Full analysis span regression · 6 months rolling