+56.2%
XOP vs TXT
+100.3%
-44.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.3% |
| 7D | +1.0% | +0.8% | +0.1% | +0.4% |
| 30D | +10.8% | -10.4% | +21.3% | +18.6% |
| 3M | +19.5% | -14.3% | +33.8% | +30.0% |
| 6M | +21.6% | -15.1% | +36.7% | +31.1% |
| YTD | +55.8% | -8.3% | +64.1% | +58.3% |
| 1Y | +54.6% | -0.7% | +55.4% | +48.0% |
| 3Y | +36.6% | +6.0% | +30.7% | +21.1% |
| 5Y | +160.6% | +12.5% | +148.1% | +114.9% |
| 10Y | +56.2% | +103.2% | -47.0% | -15.9% |
| All | +56.2% | +100.3% | -44.0% | -15.9% |
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