+1,331.9%
TXN vs XRT
+491.2%
+840.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +2.0% |
| 7D | +2.7% | -2.4% | +5.1% | +4.1% |
| 30D | -6.7% | -6.9% | +0.2% | -2.8% |
| 3M | -8.9% | -0.4% | -8.5% | -9.1% |
| 6M | +34.7% | +2.2% | +32.5% | +32.0% |
| YTD | +53.3% | -0.7% | +54.0% | +52.7% |
| 1Y | +45.0% | -2.0% | +47.0% | +45.4% |
| 3Y | +73.1% | +41.0% | +32.1% | +39.1% |
| 5Y | +59.9% | -3.3% | +63.2% | +55.6% |
| 10Y | +415.7% | +124.8% | +290.8% | +171.4% |
| All | +1,331.9% | +491.2% | +840.6% | +269.2% |
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 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