-43.3%
ORCL vs TXG
+256.0%
-299.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +0.1% |
| 7D | +10.4% | +1.8% | +8.6% | +9.8% |
| 30D | -11.2% | -17.7% | +6.4% | -7.4% |
| 3M | -16.8% | +2.3% | -19.1% | -18.3% |
| 6M | -31.5% | +182.5% | -214.0% | -44.3% |
| YTD | -33.9% | +262.4% | -296.3% | -47.8% |
| 1Y | -43.3% | +254.1% | -297.4% | -55.1% |
| All | -43.3% | +256.0% | -299.3% | -55.1% |
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