+44.0%
XLP vs TXT
+11.8%
+32.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | +0.1% | -3.5% | +3.6% | +0.5% |
| 30D | +8.9% | +15.2% | -6.2% | +6.8% |
| 3M | +7.5% | -4.5% | +12.0% | +8.0% |
| 6M | +9.4% | -6.1% | +15.5% | +9.9% |
| YTD | +19.3% | -2.0% | +21.2% | +18.8% |
| 1Y | +21.7% | +4.2% | +17.5% | +20.1% |
| 3Y | +44.0% | +14.4% | +29.6% | +34.7% |
| All | +44.0% | +11.8% | +32.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling