+175.2%
XME vs TXT
+118.1%
+57.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.8% |
| 7D | -0.2% | -1.1% | +0.9% | +0.4% |
| 30D | -9.2% | +17.1% | -26.2% | -16.5% |
| 3M | -17.8% | -2.6% | -15.1% | -17.3% |
| 6M | -20.0% | -4.6% | -15.5% | -18.9% |
| YTD | -6.6% | -0.3% | -6.2% | -7.9% |
| 1Y | +1.8% | +5.9% | -4.1% | -2.6% |
| 3Y | +98.7% | +14.4% | +84.3% | +80.6% |
| 5Y | +123.9% | +15.9% | +108.0% | +101.1% |
| 10Y | +277.9% | +99.6% | +178.3% | +145.4% |
| All | +175.2% | +118.1% | +57.2% | +48.9% |
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