+59.7%
XOM vs TXN
+69.4%
-9.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +1.9% | +2.0% | -0.1% | +1.7% |
| 30D | +4.1% | -8.0% | +12.0% | +4.6% |
| 3M | +10.4% | -7.8% | +18.2% | +10.4% |
| 6M | +13.0% | +32.4% | -19.4% | +7.7% |
| YTD | +40.1% | +51.7% | -11.6% | +30.3% |
| 1Y | +51.1% | +44.3% | +6.8% | +41.6% |
| All | +59.7% | +69.4% | -9.6% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling