+214.5%
CVX vs TXT
+89.4%
+125.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -1.0% | +13.3% | -14.3% | -6.8% |
| 3M | +12.2% | -5.0% | +17.2% | +13.9% |
| 6M | +20.3% | -8.4% | +28.8% | +23.0% |
| YTD | +48.3% | -4.0% | +52.3% | +46.5% |
| 1Y | +46.9% | +2.8% | +44.1% | +40.4% |
| 3Y | +73.1% | +10.3% | +62.8% | +55.7% |
| 5Y | +135.2% | +9.2% | +126.1% | +106.0% |
| All | +214.5% | +89.4% | +125.1% | +86.3% |
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 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