+4,261.5%
XOM vs TXT
+2,070.1%
+2,191.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.8% | -4.8% | +6.5% | +3.1% |
| 30D | +5.9% | -10.6% | +16.5% | +8.9% |
| 3M | +5.6% | -13.2% | +18.7% | +9.1% |
| 6M | +7.9% | -20.3% | +28.2% | +13.5% |
| YTD | +35.2% | -9.3% | +44.4% | +37.1% |
| 1Y | +46.0% | -2.7% | +48.7% | +45.0% |
| 3Y | +55.0% | +1.4% | +53.6% | +50.6% |
| 5Y | +246.3% | +9.6% | +236.8% | +225.0% |
| 10Y | +181.0% | +94.9% | +86.1% | +119.9% |
| All | +4,261.5% | +2,070.1% | +2,191.5% | +1,689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling