+174.0%
EOG vs TXT
+12.6%
+161.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +7.9% | -11.1% | +18.9% | +11.9% |
| 3M | +4.5% | -13.0% | +17.5% | +8.5% |
| 6M | +12.3% | -16.2% | +28.5% | +17.7% |
| YTD | +41.9% | -8.7% | +50.6% | +42.8% |
| 1Y | +27.8% | -3.8% | +31.6% | +25.4% |
| 3Y | +21.8% | +5.5% | +16.3% | +11.2% |
| 5Y | +174.0% | +12.3% | +161.7% | +133.4% |
| All | +174.0% | +12.6% | +161.4% | +133.4% |
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