+38.8%
SLB vs TXT
+4.6%
+34.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -1.2% | -0.8% | -0.3% | -0.9% |
| 30D | +4.5% | +13.4% | -8.9% | -0.6% |
| 3M | -4.6% | -2.5% | -2.0% | -3.1% |
| 6M | -6.3% | -6.2% | -0.1% | -3.2% |
| YTD | +35.0% | -1.3% | +36.3% | +31.0% |
| 1Y | +38.8% | +4.3% | +34.5% | +28.9% |
| All | +38.8% | +4.6% | +34.2% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling