+231.8%
ORCL vs TXG
+24.6%
+207.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | +10.9% | +9.1% | +1.7% | +9.8% |
| 30D | +7.0% | +14.9% | -7.9% | +5.3% |
| 3M | -21.2% | +120.0% | -141.2% | -28.1% |
| 6M | +7.4% | +221.8% | -214.4% | -6.1% |
| YTD | -16.3% | +312.6% | -328.8% | -28.9% |
| 1Y | -32.3% | +398.4% | -430.8% | -44.0% |
| 3Y | +32.6% | +42.1% | -9.5% | +17.9% |
| 5Y | +93.1% | -63.5% | +156.6% | +81.6% |
| All | +231.8% | +24.6% | +207.2% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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