+2,057.3%
TXN vs XLP
+568.6%
+1,488.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.6% |
| 7D | -7.8% | +0.7% | -8.5% | -8.4% |
| 30D | -3.6% | +10.3% | -13.8% | -10.7% |
| 3M | +0.1% | +6.5% | -6.4% | -5.2% |
| 6M | -3.2% | +8.4% | -11.6% | -10.6% |
| YTD | +63.4% | +18.2% | +45.2% | +41.4% |
| 1Y | +75.6% | +22.4% | +53.2% | +47.8% |
| 3Y | +104.0% | +41.9% | +62.1% | +52.7% |
| 5Y | +65.0% | +40.9% | +24.2% | +24.1% |
| 10Y | +437.9% | +128.4% | +309.6% | +188.8% |
| All | +2,057.3% | +568.6% | +1,488.7% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling