+54.6%
XLE vs TXT
+1.6%
+53.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.2% | -4.8% | +7.0% | +3.5% |
| 30D | +11.8% | -10.6% | +22.4% | +15.2% |
| 3M | +9.8% | -13.2% | +23.0% | +13.6% |
| 6M | +15.6% | -20.3% | +35.9% | +23.0% |
| YTD | +45.3% | -9.3% | +54.5% | +46.2% |
| 1Y | +48.3% | -2.7% | +51.0% | +44.5% |
| All | +54.6% | +1.6% | +53.0% | +38.8% |
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 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