-31.9%
ORCL vs TXG
+373.6%
-405.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.4% | +1.7% |
| 7D | +15.0% | +9.4% | +5.6% | +13.6% |
| 30D | +10.5% | +26.1% | -15.5% | +6.9% |
| 3M | -23.0% | +124.8% | -147.8% | -30.7% |
| 6M | +7.0% | +215.2% | -208.2% | -5.8% |
| YTD | -15.8% | +302.2% | -318.0% | -25.7% |
| All | -31.9% | +373.6% | -405.6% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling