+67.3%
XOP vs TXT
+114.5%
-47.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.8% |
| 7D | -10.0% | -3.5% | -6.5% | -8.5% |
| 30D | -9.1% | +15.2% | -24.2% | -15.5% |
| 3M | +5.1% | -4.5% | +9.5% | +6.3% |
| 6M | +6.4% | -6.1% | +12.5% | +7.4% |
| YTD | +39.7% | -2.0% | +41.7% | +36.5% |
| 1Y | +37.2% | +4.2% | +33.0% | +30.0% |
| 3Y | +37.6% | +14.4% | +23.2% | +23.0% |
| 5Y | +76.5% | +12.3% | +64.2% | +57.4% |
| 10Y | +42.6% | +101.8% | -59.2% | -3.1% |
| All | +67.3% | +114.5% | -47.2% | -1.3% |
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