+133.1%
XLC vs TXT
+29.4%
+103.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +1.7% |
| 7D | +7.1% | -3.5% | +10.6% | +8.3% |
| 30D | -2.7% | +15.2% | -17.9% | -7.5% |
| 3M | -3.2% | -4.5% | +1.3% | -2.2% |
| 6M | -7.7% | -6.1% | -1.5% | -6.7% |
| YTD | -8.0% | -2.0% | -6.0% | -8.9% |
| 1Y | -3.1% | +4.2% | -7.3% | -6.1% |
| 3Y | +64.9% | +14.4% | +50.5% | +51.8% |
| 5Y | +39.5% | +12.3% | +27.2% | +27.4% |
| All | +133.1% | +29.4% | +103.7% | +86.7% |
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 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