-61.4%
XE vs TXT
-6.0%
-55.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.4% |
| 7D | +25.1% | -1.1% | +26.2% | +25.3% |
| 30D | -11.5% | +13.3% | -24.7% | -15.2% |
| 3M | -44.7% | -5.1% | -39.5% | -42.7% |
| 6M | -64.5% | -7.1% | -57.4% | -63.3% |
| All | -61.4% | -6.0% | -55.4% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling