+958.5%
SLB vs TXT
+2,070.1%
-1,111.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | -4.8% | +5.6% | +2.7% |
| 30D | +15.8% | -10.6% | +26.4% | +20.8% |
| 3M | -0.3% | -13.2% | +12.8% | +5.0% |
| 6M | +21.3% | -20.3% | +41.7% | +31.8% |
| YTD | +52.3% | -9.3% | +61.6% | +57.2% |
| 1Y | +63.6% | -2.7% | +66.3% | +64.0% |
| 3Y | +3.8% | +1.4% | +2.4% | +2.0% |
| 5Y | +128.6% | +9.6% | +119.1% | +116.0% |
| 10Y | -3.1% | +94.9% | -98.0% | -25.8% |
| All | +958.5% | +2,070.1% | -1,111.6% | +301.2% |
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