+91.2%
TXN vs XRT
+12.7%
+78.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.0% |
| 7D | +9.5% | +1.7% | +7.7% | +8.8% |
| 30D | +8.7% | +7.5% | +1.2% | +6.3% |
| 3M | +11.6% | +2.2% | +9.4% | +11.2% |
| 6M | +0.1% | +14.7% | -14.6% | -5.9% |
| YTD | +78.8% | +7.5% | +71.3% | +68.6% |
| 1Y | +91.2% | +14.1% | +77.1% | +73.2% |
| All | +91.2% | +12.7% | +78.5% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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