-13.9%
XHB vs TXT
-3.0%
-10.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -1.9% | +0.8% | -2.7% | -2.4% |
| 30D | -8.3% | -10.4% | +2.1% | -2.7% |
| 3M | -7.1% | -14.3% | +7.2% | +0.5% |
| 6M | -5.3% | -15.1% | +9.8% | +2.7% |
| YTD | -3.2% | -8.3% | +5.1% | -0.2% |
| 1Y | -13.9% | -0.7% | -13.2% | -17.0% |
| All | -13.9% | -3.0% | -10.9% | -17.0% |
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 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