+150.2%
XYL vs TXT
+100.3%
+49.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +0.8% | +0.8% | 0.0% | +0.4% |
| 30D | -10.8% | -10.4% | -0.4% | -5.9% |
| 3M | -2.5% | -14.3% | +11.8% | +4.6% |
| 6M | -12.2% | -15.1% | +2.9% | -5.6% |
| YTD | -20.1% | -8.3% | -11.8% | -17.6% |
| 1Y | -20.6% | -0.7% | -19.9% | -21.5% |
| 3Y | +17.3% | +6.0% | +11.4% | +10.0% |
| 5Y | -14.5% | +12.5% | -27.0% | -23.5% |
| 10Y | +150.2% | +103.2% | +47.0% | +58.7% |
| All | +150.2% | +100.3% | +49.9% | +58.7% |
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