+246.5%
XLF vs TXT
+103.1%
+143.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -1.6% | -10.2% | +8.6% | +3.5% |
| 3M | +9.3% | -13.3% | +22.5% | +16.2% |
| 6M | +14.6% | -14.4% | +28.9% | +22.1% |
| YTD | +4.7% | -9.1% | +13.8% | +7.7% |
| 1Y | +8.6% | -2.2% | +10.8% | +7.5% |
| 3Y | +73.9% | +5.1% | +68.8% | +61.8% |
| 5Y | +65.0% | +12.8% | +52.2% | +44.9% |
| All | +246.5% | +103.1% | +143.5% | +102.0% |
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