+37.3%
XHB vs TXT
+12.6%
+24.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.8% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -9.1% | -11.1% | +2.0% | -2.5% |
| 3M | -2.3% | -13.0% | +10.7% | +5.7% |
| 6M | -4.1% | -16.2% | +12.1% | +6.1% |
| YTD | -1.7% | -8.7% | +7.0% | +2.8% |
| 1Y | -15.1% | -3.8% | -11.3% | -14.3% |
| 3Y | +26.8% | +5.5% | +21.3% | +18.2% |
| 5Y | +37.3% | +12.3% | +25.1% | +19.5% |
| All | +37.3% | +12.6% | +24.7% | +19.5% |
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