+33.6%
XLY vs TXT
+7.0%
+26.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | 0.0% |
| 7D | -1.7% | +2.5% | -4.2% | -2.6% |
| 30D | -4.2% | -8.9% | +4.7% | -0.8% |
| 3M | -2.7% | -13.6% | +10.9% | +2.4% |
| 6M | -0.6% | -13.1% | +12.5% | +4.0% |
| YTD | -5.0% | -7.0% | +2.0% | -4.0% |
| 1Y | -4.1% | -1.4% | -2.7% | -5.9% |
| 3Y | +33.6% | +7.0% | +26.6% | +23.1% |
| All | +33.6% | +7.0% | +26.6% | +23.1% |
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