+468.5%
TXN vs XLP
+139.1%
+329.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.3% | -4.0% |
| 7D | +9.5% | +2.5% | +6.9% | +7.3% |
| 30D | +8.7% | +7.3% | +1.4% | +2.1% |
| 3M | +11.6% | +8.1% | +3.5% | +3.7% |
| 6M | +0.1% | +10.5% | -10.4% | -9.9% |
| YTD | +78.8% | +21.2% | +57.6% | +47.5% |
| 1Y | +91.2% | +22.7% | +68.5% | +55.8% |
| 3Y | +125.8% | +44.8% | +81.0% | +55.2% |
| 5Y | +83.8% | +44.7% | +39.1% | +25.5% |
| All | +468.5% | +139.1% | +329.4% | +153.6% |
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