+56.4%
TXN vs XRT
-4.5%
+60.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | +2.0% | -3.6% | +5.5% | +4.1% |
| 30D | -8.0% | -6.7% | -1.3% | -4.3% |
| 3M | -7.8% | -1.4% | -6.4% | -7.5% |
| 6M | +32.4% | +1.7% | +30.7% | +30.0% |
| YTD | +51.7% | -1.5% | +53.2% | +51.6% |
| 1Y | +44.3% | -2.5% | +46.8% | +44.9% |
| 3Y | +71.3% | +39.9% | +31.4% | +38.4% |
| 5Y | +56.4% | -2.6% | +59.0% | +45.1% |
| All | +56.4% | -4.5% | +60.9% | +45.1% |
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