+436.9%
XME vs TXT
+100.3%
+336.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.9% |
| 7D | -0.2% | +0.8% | -1.0% | -0.7% |
| 30D | +1.4% | -10.4% | +11.8% | +7.8% |
| 3M | +2.7% | -14.3% | +17.1% | +11.8% |
| 6M | +6.5% | -15.1% | +21.6% | +16.2% |
| YTD | +15.2% | -8.3% | +23.5% | +19.5% |
| 1Y | +43.5% | -0.7% | +44.2% | +42.1% |
| 3Y | +135.9% | +6.0% | +129.9% | +120.3% |
| 5Y | +181.5% | +12.5% | +168.9% | +150.9% |
| 10Y | +436.9% | +103.2% | +333.7% | +205.7% |
| All | +436.9% | +100.3% | +336.6% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling