+45.3%
XOP vs TXT
+9.2%
+36.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.5% |
| 7D | -10.5% | +10.6% | -21.2% | -9.5% |
| 30D | -4.3% | +14.4% | -18.7% | -2.8% |
| 3M | +4.7% | -2.7% | +7.4% | +4.3% |
| 6M | -0.1% | -4.7% | +4.6% | -0.4% |
| YTD | +43.8% | -0.5% | +44.4% | +40.2% |
| 1Y | +45.3% | +8.7% | +36.5% | +36.6% |
| All | +45.3% | +9.2% | +36.1% | +36.6% |
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 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