+943.2%
XBI vs TXT
+112.2%
+831.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +2.9% | -11.1% | +14.0% | +6.4% |
| 3M | +26.2% | -13.0% | +39.2% | +31.0% |
| 6M | +30.7% | -16.2% | +46.9% | +36.9% |
| YTD | +32.9% | -8.7% | +41.6% | +35.4% |
| 1Y | +72.3% | -3.8% | +76.0% | +72.6% |
| 3Y | +107.2% | +5.5% | +101.7% | +100.7% |
| 5Y | +23.2% | +12.3% | +10.9% | +16.9% |
| 10Y | +158.5% | +97.4% | +61.1% | +100.4% |
| All | +943.2% | +112.2% | +831.0% | +584.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling