+96.8%
TXN vs XLP
+21.0%
+75.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.8% |
| 7D | +12.3% | -0.2% | +12.6% | +12.2% |
| 30D | +9.1% | +8.2% | +0.9% | +10.9% |
| 3M | +13.5% | +7.7% | +5.8% | +15.4% |
| 6M | +6.9% | +9.3% | -2.4% | +8.9% |
| YTD | +84.0% | +19.5% | +64.6% | +79.9% |
| All | +96.8% | +21.0% | +75.8% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling