-4.8%
SLB vs TXT
+98.4%
-103.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | +13.6% | -11.1% | +24.6% | +22.4% |
| 3M | +1.5% | -13.0% | +14.5% | +10.4% |
| 6M | +23.0% | -16.2% | +39.2% | +36.3% |
| YTD | +51.2% | -8.7% | +59.9% | +57.9% |
| 1Y | +63.5% | -3.8% | +67.3% | +64.0% |
| 3Y | +2.5% | +5.5% | -3.0% | -5.4% |
| 5Y | +139.2% | +12.3% | +126.9% | +104.0% |
| 10Y | -4.8% | +97.4% | -102.2% | -44.1% |
| All | -4.8% | +98.4% | -103.2% | -44.1% |
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 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