+820.5%
XLB vs TXT
+202.4%
+618.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -1.4% | -4.8% | +3.4% | +0.3% |
| 30D | -0.4% | -10.6% | +10.2% | +3.6% |
| 3M | +2.0% | -13.2% | +15.1% | +6.9% |
| 6M | +1.8% | -20.3% | +22.2% | +9.9% |
| YTD | +16.6% | -9.3% | +25.8% | +19.8% |
| 1Y | +16.9% | -2.7% | +19.6% | +17.0% |
| 3Y | +32.6% | +1.4% | +31.2% | +29.0% |
| 5Y | +35.6% | +9.6% | +26.1% | +27.1% |
| 10Y | +160.0% | +94.9% | +65.1% | +86.8% |
| All | +820.5% | +202.4% | +618.1% | +327.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling