+1,075.5%
XLI vs TXT
+220.0%
+855.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | +1.0% | +13.3% | -12.3% | -3.7% |
| 3M | -8.9% | -5.0% | -3.9% | -7.6% |
| 6M | -2.3% | -8.4% | +6.1% | +0.2% |
| YTD | +9.7% | -4.0% | +13.6% | +10.2% |
| 1Y | +12.3% | +2.8% | +9.5% | +10.1% |
| 3Y | +71.5% | +10.3% | +61.2% | +61.9% |
| 5Y | +70.2% | +9.2% | +61.0% | +59.4% |
| 10Y | +227.5% | +89.6% | +137.9% | +139.1% |
| All | +1,075.5% | +220.0% | +855.5% | +416.3% |
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 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