+1,096.1%
XLY vs TXT
+202.9%
+893.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -3.9% | -0.2% | -3.6% | -3.8% |
| 30D | -6.1% | -10.2% | +4.1% | -2.8% |
| 3M | -1.2% | -13.3% | +12.1% | +3.1% |
| 6M | -1.8% | -14.4% | +12.6% | +2.7% |
| YTD | -5.9% | -9.1% | +3.2% | -3.8% |
| 1Y | -3.1% | -2.2% | -0.9% | -3.4% |
| 3Y | +36.0% | +5.1% | +30.9% | +31.1% |
| 5Y | +27.6% | +12.8% | +14.8% | +19.7% |
| 10Y | +216.8% | +101.4% | +115.3% | +130.2% |
| All | +1,096.1% | +202.9% | +893.1% | +443.1% |
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 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