+88.7%
RIG vs TXT
-1.0%
+89.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +0.9% | -4.8% | +5.6% | +1.6% |
| 30D | +13.8% | -10.6% | +24.4% | +15.9% |
| 3M | -6.4% | -13.2% | +6.8% | -4.1% |
| 6M | -8.2% | -20.3% | +12.2% | -3.0% |
| YTD | +41.6% | -9.3% | +50.9% | +44.3% |
| 1Y | +88.7% | -2.7% | +91.4% | +86.4% |
| All | +88.7% | -1.0% | +89.7% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling