+219.2%
CVX vs TXT
+107.7%
+111.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.4% |
| 7D | +2.6% | +2.5% | +0.2% | +1.5% |
| 30D | +9.8% | -8.9% | +18.7% | +14.2% |
| 3M | +16.2% | -13.6% | +29.8% | +22.9% |
| 6M | +13.6% | -13.1% | +26.7% | +18.8% |
| YTD | +44.4% | -7.0% | +51.4% | +45.6% |
| 1Y | +40.6% | -1.4% | +42.0% | +37.4% |
| 3Y | +48.2% | +7.0% | +41.2% | +35.9% |
| 5Y | +172.3% | +15.4% | +156.9% | +132.3% |
| All | +219.2% | +107.7% | +111.4% | +86.6% |
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