-50.4%
ORCL vs TXG
+300.4%
-350.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.7% |
| 7D | -6.5% | -3.7% | -2.8% | -5.8% |
| 30D | -16.6% | -22.0% | +5.4% | -12.4% |
| 3M | -21.6% | +7.4% | -29.0% | -24.0% |
| 6M | -39.4% | +191.2% | -230.6% | -51.2% |
| YTD | -38.7% | +285.7% | -324.3% | -52.3% |
| 1Y | -50.4% | +268.3% | -318.6% | -61.2% |
| All | -50.4% | +300.4% | -350.7% | -61.2% |
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