+1,477.5%
XLK vs TXT
+204.2%
+1,273.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | -0.1% | -11.1% | +11.0% | +3.6% |
| 3M | +2.1% | -13.0% | +15.1% | +6.4% |
| 6M | +37.2% | -16.2% | +53.4% | +44.3% |
| YTD | +30.8% | -8.7% | +39.5% | +33.4% |
| 1Y | +42.6% | -3.8% | +46.4% | +42.8% |
| 3Y | +121.8% | +5.5% | +116.3% | +113.6% |
| 5Y | +145.7% | +12.3% | +133.4% | +131.0% |
| 10Y | +782.1% | +97.4% | +684.7% | +553.8% |
| All | +1,477.5% | +204.2% | +1,273.3% | +577.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling