+17.3%
OXY vs TXT
+89.4%
-72.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | +4.2% | +0.1% | +4.1% | +4.0% |
| 30D | -4.3% | +13.3% | -17.7% | -13.0% |
| 3M | +2.3% | -5.0% | +7.2% | +4.3% |
| 6M | +5.5% | -8.4% | +14.0% | +8.3% |
| YTD | +44.9% | -4.0% | +48.9% | +40.3% |
| 1Y | +42.6% | +2.8% | +39.8% | +31.2% |
| 3Y | +0.7% | +10.3% | -9.5% | -16.0% |
| 5Y | +96.9% | +9.2% | +87.7% | +57.6% |
| All | +17.3% | +89.4% | -72.1% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling