+1,308.1%
OXY vs TXT
+2,196.3%
-888.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -4.3% | +13.3% | -17.7% | -9.2% |
| 3M | +2.3% | -5.0% | +7.2% | +3.5% |
| 6M | +5.5% | -8.4% | +14.0% | +7.3% |
| YTD | +44.9% | -4.0% | +48.9% | +43.2% |
| 1Y | +42.6% | +2.8% | +39.8% | +37.2% |
| 3Y | +0.7% | +10.3% | -9.5% | -6.9% |
| 5Y | +96.9% | +9.2% | +87.7% | +80.3% |
| 10Y | +18.8% | +89.6% | -70.8% | -7.9% |
| All | +1,308.1% | +2,196.3% | -888.2% | +490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling