+204.9%
CVX vs TXT
+98.8%
+106.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -0.8% | +13.4% | -14.2% | -6.6% |
| 3M | +9.4% | -2.5% | +11.9% | +9.9% |
| 6M | +17.5% | -6.2% | +23.7% | +18.9% |
| YTD | +43.8% | -1.3% | +45.2% | +40.5% |
| 1Y | +41.9% | +4.3% | +37.6% | +34.8% |
| 3Y | +69.1% | +13.2% | +55.9% | +50.5% |
| 5Y | +128.3% | +12.4% | +115.9% | +97.5% |
| 10Y | +204.9% | +94.8% | +110.2% | +78.6% |
| All | +204.9% | +98.8% | +106.1% | +78.6% |
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