+455.6%
TXN vs XLP
+130.4%
+325.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +5.9% |
| 7D | -2.1% | +0.1% | -2.1% | -2.2% |
| 30D | +4.7% | +8.9% | -4.2% | -2.9% |
| 3M | +3.9% | +7.5% | -3.6% | -3.0% |
| 6M | +3.8% | +9.4% | -5.6% | -6.0% |
| YTD | +74.2% | +19.3% | +54.9% | +45.7% |
| 1Y | +88.2% | +21.7% | +66.5% | +54.3% |
| 3Y | +124.0% | +44.0% | +80.0% | +54.6% |
| 5Y | +78.4% | +42.8% | +35.6% | +23.3% |
| 10Y | +455.6% | +128.8% | +326.8% | +160.4% |
| All | +455.6% | +130.4% | +325.2% | +160.4% |
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