+1,188.2%
TXN vs XYL
+459.9%
+728.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | +2.7% | +0.8% | +1.8% | +2.1% |
| 30D | -6.7% | -10.8% | +4.1% | -1.1% |
| 3M | -8.9% | -2.5% | -6.4% | -8.2% |
| 6M | +34.7% | -12.2% | +46.9% | +43.2% |
| YTD | +53.3% | -20.1% | +73.4% | +70.0% |
| 1Y | +45.0% | -20.6% | +65.7% | +61.3% |
| 3Y | +73.1% | +17.3% | +55.8% | +54.3% |
| 5Y | +59.9% | -14.5% | +74.4% | +64.7% |
| 10Y | +415.7% | +150.2% | +265.5% | +200.6% |
| All | +1,188.2% | +459.9% | +728.3% | +421.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling