+58.1%
XLE vs TXT
+7.8%
+50.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -12.0% | -2.5% | -9.5% | -11.5% |
| 30D | -2.7% | +14.4% | -17.1% | -6.3% |
| 3M | +6.6% | -4.9% | +11.5% | +7.8% |
| 6M | +9.5% | -10.2% | +19.7% | +12.1% |
| YTD | +40.6% | -4.1% | +44.7% | +39.0% |
| 1Y | +43.6% | +4.0% | +39.6% | +37.3% |
| 3Y | +58.1% | +8.0% | +50.1% | +39.6% |
| All | +58.1% | +7.8% | +50.3% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling