-65.6%
XE vs TXT
-3.4%
-62.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.3% | -7.2% | -8.1% |
| 7D | -12.9% | +10.6% | -23.5% | -15.7% |
| 30D | -30.3% | +14.4% | -44.6% | -33.2% |
| 3M | -45.9% | -2.7% | -43.1% | -44.3% |
| 6M | -66.2% | -4.7% | -61.6% | -65.3% |
| All | -65.6% | -3.4% | -62.1% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling