+135.9%
XLU vs TXT
+107.7%
+28.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.8% |
| 7D | -1.6% | +2.5% | -4.1% | -2.2% |
| 30D | -3.3% | -8.9% | +5.5% | -1.3% |
| 3M | -3.2% | -13.6% | +10.4% | -0.1% |
| 6M | -7.0% | -13.1% | +6.1% | -4.3% |
| YTD | +0.6% | -7.0% | +7.6% | +1.6% |
| 1Y | +2.4% | -1.4% | +3.8% | +1.9% |
| 3Y | +46.3% | +7.0% | +39.3% | +40.6% |
| 5Y | +44.0% | +15.4% | +28.6% | +33.6% |
| All | +135.9% | +107.7% | +28.1% | +68.9% |
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