+250.2%
XLI vs TXT
+103.1%
+147.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -8.2% | -10.2% | +2.1% | -3.4% |
| 3M | +0.8% | -13.3% | +14.0% | +7.3% |
| 6M | +0.8% | -14.4% | +15.2% | +7.9% |
| YTD | +10.5% | -9.1% | +19.6% | +14.5% |
| 1Y | +14.1% | -2.2% | +16.3% | +13.9% |
| 3Y | +68.6% | +5.1% | +63.5% | +59.2% |
| 5Y | +80.4% | +12.8% | +67.6% | +61.0% |
| All | +250.2% | +103.1% | +147.1% | +123.3% |
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