+15.6%
XLB vs TXT
-3.0%
+18.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.9% | +0.8% | -3.8% | -3.2% |
| 30D | -3.4% | -10.4% | +7.1% | 0.0% |
| 3M | +1.6% | -14.3% | +15.9% | +6.2% |
| 6M | +3.6% | -15.1% | +18.7% | +8.3% |
| YTD | +14.2% | -8.3% | +22.6% | +15.6% |
| 1Y | +15.6% | -0.7% | +16.3% | +13.7% |
| All | +15.6% | -3.0% | +18.6% | +13.7% |
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