+5.9%
OXY vs TXT
+103.1%
-97.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +4.0% | -10.2% | +14.2% | +11.6% |
| 3M | +7.6% | -13.3% | +20.9% | +16.5% |
| 6M | +16.2% | -14.4% | +30.5% | +24.6% |
| YTD | +50.8% | -9.1% | +59.9% | +53.5% |
| 1Y | +34.7% | -2.2% | +36.9% | +29.3% |
| 3Y | -1.0% | +5.1% | -6.1% | -13.8% |
| 5Y | +163.2% | +12.8% | +150.4% | +105.7% |
| All | +5.9% | +103.1% | -97.2% | -44.8% |
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