+80.9%
XLI vs TXT
+13.4%
+67.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -0.6% | +0.8% | -1.4% | -1.0% |
| 30D | -6.9% | -10.4% | +3.5% | -2.1% |
| 3M | -1.9% | -14.3% | +12.4% | +5.0% |
| 6M | +1.0% | -15.1% | +16.1% | +8.4% |
| YTD | +11.3% | -8.3% | +19.6% | +14.7% |
| 1Y | +15.8% | -0.7% | +16.5% | +14.6% |
| 3Y | +69.8% | +6.0% | +63.8% | +58.3% |
| 5Y | +80.9% | +12.5% | +68.4% | +58.0% |
| All | +80.9% | +13.4% | +67.5% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling