+122.0%
CVX vs TXT
+13.0%
+109.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.5% |
| 7D | -7.5% | -3.5% | -3.9% | -6.6% |
| 30D | -0.6% | +15.2% | -15.7% | -4.7% |
| 3M | +14.0% | -4.5% | +18.4% | +15.1% |
| 6M | +18.1% | -6.1% | +24.3% | +19.2% |
| YTD | +42.2% | -2.0% | +44.1% | +40.1% |
| 1Y | +41.3% | +4.2% | +37.1% | +36.1% |
| 3Y | +68.3% | +14.4% | +54.0% | +52.5% |
| 5Y | +122.0% | +12.3% | +109.7% | +95.8% |
| All | +122.0% | +13.0% | +109.0% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling