+28.6%
XHB vs TXT
+10.3%
+18.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.6% |
| 7D | -2.4% | -1.1% | -1.4% | -1.8% |
| 30D | +7.1% | +13.3% | -6.2% | -1.1% |
| 3M | -6.0% | -5.1% | -0.8% | -3.4% |
| 6M | +2.1% | -7.1% | +9.2% | +5.7% |
| YTD | -0.6% | -3.2% | +2.6% | -0.2% |
| 1Y | -3.3% | +2.3% | -5.6% | -6.2% |
| 3Y | +34.1% | +11.1% | +23.0% | +20.5% |
| 5Y | +28.6% | +10.0% | +18.6% | +12.6% |
| All | +28.6% | +10.3% | +18.3% | +12.6% |
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