+1,090.8%
XLI vs TXT
+228.8%
+862.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | +1.1% | +13.4% | -12.3% | -3.7% |
| 3M | -7.7% | -2.5% | -5.1% | -7.2% |
| 6M | -1.8% | -6.2% | +4.4% | -0.2% |
| YTD | +11.1% | -1.3% | +12.4% | +10.6% |
| 1Y | +12.1% | +4.3% | +7.8% | +9.3% |
| 3Y | +73.8% | +13.2% | +60.6% | +62.6% |
| 5Y | +73.8% | +12.4% | +61.4% | +61.1% |
| 10Y | +231.7% | +94.8% | +136.9% | +139.9% |
| All | +1,090.8% | +228.8% | +862.0% | +417.9% |
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