+419.8%
TXN vs XLY
+220.9%
+198.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.0% |
| 7D | +4.0% | -1.7% | +5.7% | +5.5% |
| 30D | -2.9% | -4.2% | +1.3% | +0.6% |
| 3M | -9.1% | -2.7% | -6.4% | -7.5% |
| 6M | +36.6% | -0.6% | +37.3% | +36.4% |
| YTD | +57.5% | -5.0% | +62.5% | +63.1% |
| 1Y | +49.5% | -4.1% | +53.6% | +53.3% |
| 3Y | +76.5% | +33.6% | +42.9% | +33.6% |
| 5Y | +62.4% | +28.7% | +33.7% | +23.7% |
| All | +419.8% | +220.9% | +198.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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