+30.9%
XLB vs TXT
+13.0%
+17.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.9% |
| 7D | -1.4% | -3.5% | +2.2% | +0.2% |
| 30D | +7.1% | +15.2% | -8.1% | +0.2% |
| 3M | +0.6% | -4.5% | +5.1% | +2.2% |
| 6M | +3.5% | -6.1% | +9.6% | +5.5% |
| YTD | +18.2% | -2.0% | +20.2% | +17.2% |
| 1Y | +25.6% | +4.2% | +21.4% | +20.9% |
| 3Y | +46.7% | +14.4% | +32.3% | +30.2% |
| 5Y | +30.9% | +12.3% | +18.6% | +12.9% |
| All | +30.9% | +13.0% | +17.9% | +12.9% |
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