+1,472.6%
XLK vs TXT
+202.4%
+1,270.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.9% | -4.8% | +5.6% | +2.4% |
| 30D | +0.7% | -10.6% | +11.4% | +4.3% |
| 3M | -2.9% | -13.2% | +10.2% | +1.2% |
| 6M | +34.3% | -20.3% | +54.6% | +43.5% |
| YTD | +30.4% | -9.3% | +39.7% | +33.2% |
| 1Y | +43.4% | -2.7% | +46.1% | +43.0% |
| 3Y | +116.8% | +1.4% | +115.5% | +111.4% |
| 5Y | +144.0% | +9.6% | +134.5% | +131.1% |
| 10Y | +778.8% | +94.9% | +683.9% | +553.8% |
| All | +1,472.6% | +202.4% | +1,270.2% | +576.7% |
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