-14.2%
SLB vs TXT
+98.8%
-113.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.8% |
| 7D | -1.2% | -0.8% | -0.3% | -0.7% |
| 30D | +4.5% | +13.4% | -8.9% | -4.7% |
| 3M | -4.6% | -2.5% | -2.0% | -4.2% |
| 6M | -6.3% | -6.2% | -0.1% | -4.0% |
| YTD | +35.0% | -1.3% | +36.3% | +32.5% |
| 1Y | +38.8% | +4.3% | +34.5% | +31.2% |
| 3Y | +3.3% | +13.2% | -9.9% | -9.8% |
| 5Y | +73.6% | +12.4% | +61.2% | +47.1% |
| 10Y | -14.2% | +94.8% | -109.0% | -50.4% |
| All | -14.2% | +98.8% | -113.0% | -50.4% |
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