+419.8%
TXN vs XLV
+174.9%
+244.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +4.0% |
| 7D | +4.0% | -3.6% | +7.5% | +7.4% |
| 30D | -2.9% | -1.8% | -1.0% | -1.7% |
| 3M | -9.1% | +7.8% | -16.9% | -17.0% |
| 6M | +36.6% | +9.1% | +27.5% | +23.0% |
| YTD | +57.5% | +7.7% | +49.8% | +43.5% |
| 1Y | +49.5% | +20.4% | +29.1% | +21.5% |
| 3Y | +76.5% | +30.8% | +45.8% | +31.6% |
| 5Y | +62.4% | +34.6% | +27.8% | +17.1% |
| All | +419.8% | +174.9% | +244.9% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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