+133.6%
XLC vs TXT
+27.7%
+105.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | +3.1% | -1.1% | +4.2% | +3.4% |
| 30D | -4.2% | +13.3% | -17.5% | -8.4% |
| 3M | -2.1% | -5.1% | +3.0% | -0.9% |
| 6M | -6.6% | -7.1% | +0.5% | -5.3% |
| YTD | -7.8% | -3.2% | -4.6% | -8.4% |
| 1Y | -4.1% | +2.3% | -6.4% | -6.6% |
| 3Y | +62.6% | +11.1% | +51.5% | +51.2% |
| 5Y | +39.6% | +10.0% | +29.6% | +28.3% |
| All | +133.6% | +27.7% | +105.8% | +87.8% |
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