-40.5%
RIG vs TXT
+826.6%
-867.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +0.9% | -4.8% | +5.6% | +3.1% |
| 30D | +13.8% | -10.6% | +24.4% | +19.5% |
| 3M | -6.4% | -13.2% | +6.8% | -0.9% |
| 6M | -8.2% | -20.3% | +12.2% | +0.4% |
| YTD | +41.6% | -9.3% | +50.9% | +45.7% |
| 1Y | +88.7% | -2.7% | +91.4% | +87.5% |
| 3Y | -30.9% | +1.4% | -32.2% | -31.7% |
| 5Y | +57.7% | +9.6% | +48.1% | +51.1% |
| 10Y | -39.3% | +94.9% | -134.1% | -50.9% |
| All | -40.5% | +826.6% | -867.2% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling