+21.3%
XLP vs TXT
+4.6%
+16.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +8.3% | +13.4% | -5.1% | +6.7% |
| 3M | +8.7% | -2.5% | +11.2% | +8.7% |
| 6M | +11.2% | -6.2% | +17.4% | +11.4% |
| YTD | +20.0% | -1.3% | +21.3% | +18.5% |
| 1Y | +21.3% | +4.3% | +17.0% | +19.0% |
| All | +21.3% | +4.6% | +16.7% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling