+205.4%
XOM vs TXT
+89.4%
+116.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -3.6% | +13.3% | -17.0% | -8.9% |
| 3M | +8.2% | -5.0% | +13.2% | +9.7% |
| 6M | +14.0% | -8.4% | +22.5% | +16.3% |
| YTD | +44.6% | -4.0% | +48.6% | +43.0% |
| 1Y | +47.8% | +2.8% | +45.0% | +41.6% |
| 3Y | +79.6% | +10.3% | +69.3% | +62.4% |
| 5Y | +214.3% | +9.2% | +205.1% | +177.2% |
| All | +205.4% | +89.4% | +116.0% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling