+147.5%
XEL vs TXT
+103.1%
+44.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.9% | -10.2% | +7.3% | -1.0% |
| 3M | -2.7% | -13.3% | +10.5% | -0.3% |
| 6M | -6.5% | -14.4% | +7.8% | -4.1% |
| YTD | +3.6% | -9.1% | +12.7% | +5.0% |
| 1Y | +7.5% | -2.2% | +9.7% | +7.4% |
| 3Y | +46.3% | +5.1% | +41.3% | +42.3% |
| 5Y | +30.5% | +12.8% | +17.7% | +23.4% |
| All | +147.5% | +103.1% | +44.4% | +84.8% |
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 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