+30.6%
ORCL vs TXG
-66.4%
+96.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -11.2% | -15.4% | +4.3% | -9.1% |
| 30D | -18.8% | -22.1% | +3.3% | -16.1% |
| 3M | -18.8% | +30.0% | -48.8% | -22.0% |
| 6M | -39.7% | +160.7% | -200.4% | -47.0% |
| YTD | -39.6% | +263.5% | -303.1% | -49.2% |
| 1Y | -51.7% | +356.0% | -407.7% | -60.6% |
| 3Y | +10.2% | +53.4% | -43.1% | -4.2% |
| All | +30.6% | -66.4% | +96.9% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling