+211.6%
XOM vs TXT
+8.5%
+203.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -3.6% | +13.3% | -17.0% | -7.0% |
| 3M | +8.2% | -5.0% | +13.2% | +9.3% |
| 6M | +14.0% | -8.4% | +22.5% | +15.7% |
| YTD | +44.6% | -4.0% | +48.6% | +43.3% |
| 1Y | +47.8% | +2.8% | +45.0% | +43.1% |
| 3Y | +79.6% | +10.3% | +69.3% | +65.3% |
| All | +211.6% | +8.5% | +203.0% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling