+43.2%
EOG vs TXT
+10.4%
+32.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +7.6% | +0.1% | +7.5% | +7.6% |
| 30D | +3.4% | +13.3% | -10.0% | +0.7% |
| 3M | +12.7% | -5.0% | +17.7% | +13.7% |
| 6M | +19.0% | -8.4% | +27.4% | +20.3% |
| YTD | +55.6% | -4.0% | +59.5% | +53.2% |
| 1Y | +49.5% | +2.8% | +46.7% | +43.4% |
| 3Y | +43.2% | +10.3% | +32.9% | +25.7% |
| All | +43.2% | +10.4% | +32.8% | +25.7% |
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