-29.7%
RIG vs TXT
+5.5%
-35.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -8.2% | +0.8% | -9.0% | -8.7% |
| 30D | -0.2% | -10.4% | +10.3% | +7.0% |
| 3M | -2.7% | -14.3% | +11.6% | +6.7% |
| 6M | -7.5% | -15.1% | +7.6% | +1.1% |
| YTD | +38.3% | -8.3% | +46.6% | +40.6% |
| 1Y | +81.8% | -0.7% | +82.6% | +71.1% |
| All | -29.7% | +5.5% | -35.2% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling