+149.7%
XBI vs TXT
+107.7%
+42.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.3% |
| 7D | -4.6% | +2.5% | -7.1% | -5.6% |
| 30D | -2.0% | -8.9% | +6.9% | +1.5% |
| 3M | +17.8% | -13.6% | +31.3% | +24.1% |
| 6M | +23.7% | -13.1% | +36.8% | +29.7% |
| YTD | +28.2% | -7.0% | +35.2% | +30.3% |
| 1Y | +64.0% | -1.4% | +65.4% | +62.4% |
| 3Y | +99.4% | +7.0% | +92.4% | +88.5% |
| 5Y | +19.3% | +15.4% | +3.9% | +8.5% |
| All | +149.7% | +107.7% | +42.0% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling