+419.8%
TXN vs XLK
+807.8%
-388.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +2.6% |
| 7D | +4.0% | +0.2% | +3.8% | +3.8% |
| 30D | -2.9% | -0.6% | -2.2% | -2.3% |
| 3M | -9.1% | +2.6% | -11.7% | -10.7% |
| 6M | +36.6% | +34.0% | +2.7% | +4.8% |
| YTD | +57.5% | +30.7% | +26.8% | +22.9% |
| 1Y | +49.5% | +39.2% | +10.3% | +9.5% |
| 3Y | +76.5% | +120.4% | -43.9% | -17.1% |
| 5Y | +62.4% | +148.8% | -86.4% | -32.9% |
| All | +419.8% | +807.8% | -388.0% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling