+153.3%
XOP vs TXT
+14.1%
+139.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.9% |
| 7D | +2.6% | +2.5% | +0.2% | +1.5% |
| 30D | +9.6% | -8.9% | +18.5% | +14.3% |
| 3M | +20.4% | -13.6% | +33.9% | +27.8% |
| 6M | +19.9% | -13.1% | +33.0% | +25.5% |
| YTD | +56.4% | -7.0% | +63.4% | +56.5% |
| 1Y | +52.4% | -1.4% | +53.8% | +46.9% |
| 3Y | +39.9% | +7.0% | +32.9% | +23.8% |
| All | +153.3% | +14.1% | +139.2% | +107.6% |
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 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