-17.1%
SLB vs TXT
+112.2%
-129.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.8% |
| 7D | -7.1% | -2.5% | -4.6% | -5.7% |
| 30D | +4.1% | +14.4% | -10.3% | -5.6% |
| 3M | -2.6% | -4.9% | +2.3% | -0.7% |
| 6M | -8.6% | -10.2% | +1.7% | -3.6% |
| YTD | +32.2% | -4.1% | +36.3% | +32.3% |
| 1Y | +40.7% | +4.0% | +36.7% | +33.3% |
| 3Y | -4.5% | +8.0% | -12.5% | -13.9% |
| 5Y | +66.4% | +8.4% | +57.9% | +44.5% |
| All | -17.1% | +112.2% | -129.3% | -50.3% |
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 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