+99.7%
TXN vs XYL
-30.7%
+130.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.0% |
| 7D | +1.0% | +14.5% | -13.5% | -1.2% |
| 30D | +6.1% | -1.3% | +7.5% | +5.4% |
| 3M | +10.4% | -17.0% | +27.3% | +15.6% |
| 6M | +12.6% | -11.3% | +23.9% | +14.1% |
| YTD | +83.5% | -25.0% | +108.4% | +86.6% |
| 1Y | +99.7% | -31.5% | +131.3% | +127.2% |
| All | +99.7% | -30.7% | +130.4% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling