+21.8%
EOG vs TXT
+5.7%
+16.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +7.9% | -11.1% | +18.9% | +10.5% |
| 3M | +4.5% | -13.0% | +17.5% | +7.2% |
| 6M | +12.3% | -16.2% | +28.5% | +16.2% |
| YTD | +41.9% | -8.7% | +50.6% | +41.5% |
| 1Y | +27.8% | -3.8% | +31.6% | +24.6% |
| 3Y | +21.8% | +5.5% | +16.3% | +8.2% |
| All | +21.8% | +5.7% | +16.1% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling