+89.2%
TXN vs XRT
-4.1%
+93.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.9% |
| 7D | +12.3% | -0.4% | +12.8% | +12.7% |
| 30D | +9.1% | +7.5% | +1.6% | +4.3% |
| 3M | +13.5% | +2.3% | +11.2% | +11.5% |
| 6M | +6.9% | +12.8% | -5.9% | -1.3% |
| YTD | +84.0% | +7.1% | +77.0% | +74.6% |
| 1Y | +95.8% | +12.3% | +83.5% | +80.3% |
| 3Y | +130.3% | +57.0% | +73.3% | +73.3% |
| 5Y | +89.2% | -4.3% | +93.5% | +73.7% |
| All | +89.2% | -4.1% | +93.3% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling