+52.6%
XOM vs TXT
+9.2%
+43.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -4.7% |
| 7D | -7.0% | +10.6% | -17.6% | -6.4% |
| 30D | +3.2% | +14.4% | -11.2% | +4.1% |
| 3M | +10.7% | -2.7% | +13.4% | +10.3% |
| 6M | +11.6% | -4.7% | +16.3% | +11.3% |
| YTD | +43.5% | -0.5% | +44.0% | +39.1% |
| 1Y | +52.6% | +8.7% | +43.9% | +45.5% |
| All | +52.6% | +9.2% | +43.4% | +45.5% |
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