+37.5%
CVX vs TXT
-1.0%
+38.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +3.3% | -4.8% | +8.1% | +3.0% |
| 30D | +12.9% | -10.6% | +23.5% | +12.1% |
| 3M | +11.7% | -13.2% | +24.9% | +11.0% |
| 6M | +14.1% | -20.3% | +34.5% | +15.0% |
| YTD | +40.7% | -9.3% | +49.9% | +37.8% |
| 1Y | +37.5% | -2.7% | +40.2% | +34.3% |
| All | +37.5% | -1.0% | +38.5% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling