+164.5%
XLB vs TXT
+100.3%
+64.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.9% | +0.8% | -3.8% | -3.3% |
| 30D | -3.4% | -10.4% | +7.1% | +1.2% |
| 3M | +1.6% | -14.3% | +15.9% | +8.1% |
| 6M | +3.6% | -15.1% | +18.7% | +10.5% |
| YTD | +14.2% | -8.3% | +22.6% | +17.3% |
| 1Y | +15.6% | -0.7% | +16.3% | +14.3% |
| 3Y | +33.1% | +6.0% | +27.1% | +25.4% |
| 5Y | +35.0% | +12.5% | +22.5% | +21.8% |
| 10Y | +164.5% | +103.2% | +61.3% | +72.4% |
| All | +164.5% | +100.3% | +64.3% | +72.4% |
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