+788.5%
XLK vs TXT
+107.7%
+680.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.4% |
| 7D | +0.2% | +2.5% | -2.3% | -0.7% |
| 30D | -0.6% | -8.9% | +8.2% | +2.9% |
| 3M | +2.6% | -13.6% | +16.1% | +8.1% |
| 6M | +34.0% | -13.1% | +47.1% | +40.5% |
| YTD | +30.7% | -7.0% | +37.7% | +32.7% |
| 1Y | +39.2% | -1.4% | +40.6% | +37.8% |
| 3Y | +120.4% | +7.0% | +113.5% | +107.6% |
| 5Y | +148.8% | +15.4% | +133.4% | +125.3% |
| All | +788.5% | +107.7% | +680.7% | +552.3% |
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