+1,317.3%
TXN vs XRT
+501.1%
+816.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | -9.5% | -5.6% | -3.9% | -6.5% |
| 3M | -10.5% | +2.5% | -13.1% | -12.3% |
| 6M | +35.4% | +3.7% | +31.7% | +31.6% |
| YTD | +51.8% | +1.0% | +50.8% | +49.7% |
| 1Y | +42.9% | -1.2% | +44.2% | +42.7% |
| 3Y | +71.3% | +43.4% | +28.0% | +36.4% |
| 5Y | +58.0% | -0.7% | +58.7% | +51.4% |
| 10Y | +393.3% | +123.7% | +269.6% | +160.7% |
| All | +1,317.3% | +501.1% | +816.2% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling