+422.3%
XLF vs TXT
+202.4%
+219.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | 0.0% | -4.8% | +4.8% | +2.2% |
| 30D | +0.2% | -10.6% | +10.8% | +5.2% |
| 3M | +11.7% | -13.2% | +24.9% | +18.3% |
| 6M | +13.8% | -20.3% | +34.1% | +24.7% |
| YTD | +7.0% | -9.3% | +16.3% | +10.1% |
| 1Y | +9.1% | -2.7% | +11.8% | +8.6% |
| 3Y | +75.6% | +1.4% | +74.2% | +68.3% |
| 5Y | +66.4% | +9.6% | +56.9% | +51.4% |
| 10Y | +250.3% | +94.9% | +155.4% | +128.9% |
| All | +422.3% | +202.4% | +219.9% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling