+191.6%
XOM vs TXT
+103.1%
+88.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +4.1% | -10.2% | +14.3% | +8.6% |
| 3M | +10.4% | -13.3% | +23.7% | +16.2% |
| 6M | +13.0% | -14.4% | +27.4% | +18.6% |
| YTD | +40.1% | -9.1% | +49.2% | +42.5% |
| 1Y | +51.1% | -2.2% | +53.3% | +48.4% |
| 3Y | +57.7% | +5.1% | +52.7% | +46.2% |
| 5Y | +264.7% | +12.8% | +251.9% | +216.7% |
| All | +191.6% | +103.1% | +88.5% | +79.9% |
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