+43.6%
XLE vs TXT
+4.1%
+39.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -0.1% |
| 7D | -12.0% | -2.5% | -9.5% | -12.0% |
| 30D | -2.7% | +14.4% | -17.1% | -2.5% |
| 3M | +6.6% | -4.9% | +11.5% | +6.4% |
| 6M | +9.5% | -10.2% | +19.7% | +9.5% |
| YTD | +40.6% | -4.1% | +44.7% | +36.8% |
| 1Y | +43.6% | +4.0% | +39.6% | +37.7% |
| All | +43.6% | +4.1% | +39.5% | +37.7% |
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