+432.8%
XYL vs TXT
+346.6%
+86.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -5.0% | -4.8% | -0.3% | -2.9% |
| 30D | -13.2% | -10.6% | -2.6% | -8.7% |
| 3M | -3.7% | -13.2% | +9.5% | +2.2% |
| 6M | -17.7% | -20.3% | +2.7% | -9.2% |
| YTD | -21.5% | -9.3% | -12.3% | -18.8% |
| 1Y | -24.5% | -2.7% | -21.8% | -24.5% |
| 3Y | +6.9% | +1.4% | +5.6% | +3.1% |
| 5Y | -18.1% | +9.6% | -27.6% | -24.9% |
| 10Y | +134.7% | +94.9% | +39.8% | +54.2% |
| All | +432.8% | +346.6% | +86.1% | +161.7% |
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 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