+226.0%
ORCL vs TXG
+16.0%
+210.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +5.3% | +1.8% | +3.5% | +5.1% |
| 30D | +10.0% | +32.0% | -22.0% | +6.4% |
| 3M | -32.6% | +87.0% | -119.6% | -37.4% |
| 6M | +4.9% | +180.1% | -175.1% | -6.9% |
| YTD | -17.8% | +284.1% | -301.9% | -29.5% |
| 1Y | -28.0% | +361.7% | -389.7% | -40.0% |
| 3Y | +36.0% | +15.9% | +20.1% | +23.6% |
| 5Y | +88.7% | -66.2% | +154.9% | +79.0% |
| All | +226.0% | +16.0% | +210.0% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling