-41.2%
RIG vs TXT
+103.1%
-144.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.8% |
| 7D | -4.2% | -0.2% | -3.9% | -4.0% |
| 30D | -0.7% | -10.2% | +9.5% | +8.5% |
| 3M | -4.0% | -13.3% | +9.3% | +6.9% |
| 6M | -6.3% | -14.4% | +8.0% | +3.5% |
| YTD | +39.7% | -9.1% | +48.8% | +45.3% |
| 1Y | +78.1% | -2.2% | +80.2% | +71.9% |
| 3Y | -29.5% | +5.1% | -34.5% | -36.5% |
| 5Y | +65.3% | +12.8% | +52.5% | +35.5% |
| All | -41.2% | +103.1% | -144.3% | -65.9% |
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