+393.3%
TXN vs XLP
+102.6%
+290.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.7% |
| 7D | +2.2% | -1.4% | +3.6% | +3.4% |
| 30D | -9.5% | -1.3% | -8.2% | -8.8% |
| 3M | -10.5% | +1.8% | -12.4% | -13.3% |
| 6M | +35.4% | -0.8% | +36.2% | +34.4% |
| YTD | +51.8% | +9.5% | +42.2% | +37.0% |
| 1Y | +42.9% | +7.2% | +35.8% | +31.4% |
| 3Y | +71.3% | +27.1% | +44.2% | +32.6% |
| 5Y | +58.0% | +32.0% | +26.0% | +17.1% |
| 10Y | +393.3% | +102.9% | +290.4% | +151.2% |
| All | +393.3% | +102.6% | +290.7% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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