+161.6%
OXY vs TXT
+13.4%
+148.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +4.5% | -10.4% | +15.0% | +8.8% |
| 3M | +8.9% | -14.3% | +23.2% | +14.5% |
| 6M | +12.5% | -15.1% | +27.6% | +17.7% |
| YTD | +50.5% | -8.3% | +58.8% | +51.1% |
| 1Y | +38.6% | -0.7% | +39.3% | +33.5% |
| 3Y | -1.2% | +6.0% | -7.2% | -11.0% |
| 5Y | +161.6% | +12.5% | +149.1% | +120.5% |
| All | +161.6% | +13.4% | +148.2% | +120.5% |
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