+649.7%
XLU vs TXT
+204.2%
+445.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | -0.4% | -11.1% | +10.7% | +1.8% |
| 3M | +0.5% | -13.0% | +13.5% | +2.9% |
| 6M | -5.8% | -16.2% | +10.4% | -3.0% |
| YTD | +3.1% | -8.7% | +11.9% | +4.4% |
| 1Y | +8.1% | -3.8% | +11.9% | +8.2% |
| 3Y | +50.5% | +5.5% | +45.0% | +46.6% |
| 5Y | +44.7% | +12.3% | +32.4% | +37.8% |
| 10Y | +136.8% | +97.4% | +39.4% | +92.8% |
| All | +649.7% | +204.2% | +445.5% | +341.3% |
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 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