+891.0%
XLV vs TXT
+202.9%
+688.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -1.4% | -10.2% | +8.8% | +0.8% |
| 3M | +8.9% | -13.3% | +22.1% | +11.8% |
| 6M | +9.1% | -14.4% | +23.4% | +12.2% |
| YTD | +7.9% | -9.1% | +17.0% | +9.4% |
| 1Y | +22.7% | -2.2% | +24.9% | +22.5% |
| 3Y | +31.9% | +5.1% | +26.8% | +28.4% |
| 5Y | +34.9% | +12.8% | +22.1% | +27.9% |
| 10Y | +173.9% | +101.4% | +72.4% | +119.2% |
| All | +891.0% | +202.9% | +688.1% | +453.9% |
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 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