-47.9%
RIG vs TXT
+89.4%
-137.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.8% |
| 7D | +5.7% | +0.1% | +5.6% | +5.4% |
| 30D | -0.7% | +13.3% | -14.1% | -12.3% |
| 3M | -3.1% | -5.0% | +1.8% | -1.3% |
| 6M | -16.3% | -8.4% | -7.9% | -13.4% |
| YTD | +34.1% | -4.0% | +38.1% | +30.3% |
| 1Y | +38.2% | +2.8% | +35.4% | +26.0% |
| 3Y | -15.3% | +10.3% | -25.6% | -28.3% |
| 5Y | +62.5% | +9.2% | +53.3% | +35.2% |
| All | -47.9% | +89.4% | -137.3% | -69.2% |
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