+26.9%
XLV vs TXT
-1.0%
+27.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +0.2% | -4.8% | +5.0% | +0.9% |
| 30D | +4.4% | -10.6% | +15.1% | +6.3% |
| 3M | +13.2% | -13.2% | +26.4% | +15.4% |
| 6M | +10.1% | -20.3% | +30.4% | +13.6% |
| YTD | +11.7% | -9.3% | +21.0% | +12.2% |
| 1Y | +26.9% | -2.7% | +29.6% | +25.2% |
| All | +26.9% | -1.0% | +27.9% | +25.2% |
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