+818.8%
SLB vs TXT
+2,193.3%
-1,374.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.3% |
| 7D | -7.1% | -2.5% | -4.6% | -6.2% |
| 30D | +4.1% | +14.4% | -10.3% | -1.7% |
| 3M | -2.6% | -4.9% | +2.3% | -1.4% |
| 6M | -8.6% | -10.2% | +1.7% | -5.4% |
| YTD | +32.2% | -4.1% | +36.3% | +32.8% |
| 1Y | +40.7% | +4.0% | +36.7% | +36.9% |
| 3Y | -4.5% | +8.0% | -12.5% | -8.8% |
| 5Y | +66.4% | +8.4% | +57.9% | +56.8% |
| 10Y | -15.1% | +116.6% | -131.7% | -37.7% |
| All | +818.8% | +2,193.3% | -1,374.5% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling