+192.9%
XOM vs TXN
+432.6%
-239.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.4% | -0.6% |
| 7D | +4.1% | +4.0% | +0.1% | +3.0% |
| 30D | +4.6% | -2.9% | +7.4% | +5.2% |
| 3M | +14.0% | -9.1% | +23.1% | +15.6% |
| 6M | +11.0% | +36.6% | -25.7% | -2.3% |
| YTD | +40.7% | +57.5% | -16.8% | +17.5% |
| 1Y | +52.3% | +49.5% | +2.8% | +28.8% |
| 3Y | +60.5% | +76.5% | -16.1% | +21.8% |
| 5Y | +266.4% | +62.4% | +204.0% | +179.7% |
| All | +192.9% | +432.6% | -239.7% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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