-16.6%
SLB vs TXT
+115.3%
-131.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.5% |
| 7D | -3.7% | -3.5% | -0.2% | -1.5% |
| 30D | +2.9% | +15.2% | -12.2% | -7.0% |
| 3M | +0.2% | -4.5% | +4.7% | +2.0% |
| 6M | -4.4% | -6.1% | +1.7% | -2.2% |
| YTD | +33.4% | -2.0% | +35.4% | +31.6% |
| 1Y | +40.8% | +4.2% | +36.6% | +33.2% |
| 3Y | +3.2% | +14.4% | -11.2% | -10.5% |
| 5Y | +64.8% | +12.3% | +52.5% | +39.7% |
| 10Y | -16.6% | +101.8% | -118.4% | -50.9% |
| All | -16.6% | +115.3% | -131.9% | -50.9% |
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