-18.7%
RIG vs TXT
+11.3%
-29.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.3% |
| 7D | +4.3% | -1.1% | +5.4% | +4.8% |
| 30D | -5.8% | +13.3% | -19.1% | -13.6% |
| 3M | -6.7% | -5.1% | -1.5% | -4.4% |
| 6M | -18.7% | -7.1% | -11.5% | -16.4% |
| YTD | +28.8% | -3.2% | +32.0% | +25.3% |
| 1Y | +28.8% | +2.3% | +26.5% | +19.2% |
| All | -18.7% | +11.3% | -29.9% | -36.3% |
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