+1,569.9%
TXN vs XRT
+539.9%
+1,030.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.1% |
| 7D | +9.5% | +1.7% | +7.7% | +8.4% |
| 30D | +8.7% | +7.5% | +1.2% | +3.9% |
| 3M | +11.6% | +2.2% | +9.4% | +9.6% |
| 6M | +0.1% | +14.7% | -14.6% | -8.5% |
| YTD | +78.8% | +7.5% | +71.3% | +69.3% |
| 1Y | +91.2% | +14.1% | +77.1% | +74.6% |
| 3Y | +125.8% | +58.8% | +67.0% | +68.7% |
| 5Y | +83.8% | -3.9% | +87.7% | +79.4% |
| 10Y | +469.9% | +137.7% | +332.2% | +189.7% |
| All | +1,569.9% | +539.9% | +1,030.0% | +309.5% |
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