+1,900.3%
TXN vs XLP
+523.7%
+1,376.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.4% |
| 7D | -0.1% | -1.0% | +0.9% | +0.7% |
| 30D | -6.9% | -0.9% | -6.1% | -6.6% |
| 3M | -14.9% | +3.8% | -18.7% | -18.4% |
| 6M | +29.0% | -1.7% | +30.7% | +29.2% |
| YTD | +51.5% | +10.3% | +41.2% | +38.8% |
| 1Y | +41.6% | +7.8% | +33.8% | +31.7% |
| 3Y | +65.8% | +27.2% | +38.6% | +35.4% |
| 5Y | +56.8% | +32.5% | +24.3% | +24.1% |
| 10Y | +387.5% | +101.8% | +285.7% | +187.5% |
| All | +1,900.3% | +523.7% | +1,376.7% | +551.7% |
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