+4,733.6%
CVX vs TXT
+2,244.6%
+2,489.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.5% |
| 7D | -7.5% | -3.5% | -3.9% | -6.5% |
| 30D | -0.6% | +15.2% | -15.7% | -4.8% |
| 3M | +14.0% | -4.5% | +18.4% | +14.9% |
| 6M | +18.1% | -6.1% | +24.3% | +19.1% |
| YTD | +42.2% | -2.0% | +44.1% | +40.6% |
| 1Y | +41.3% | +4.2% | +37.1% | +37.3% |
| 3Y | +68.3% | +14.4% | +54.0% | +57.5% |
| 5Y | +122.0% | +12.3% | +109.7% | +105.8% |
| 10Y | +198.6% | +101.8% | +96.7% | +127.5% |
| All | +4,733.6% | +2,244.6% | +2,489.0% | +1,799.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling