+270.3%
ORCL vs TXT
+89.4%
+180.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +8.0% | +0.1% | +7.8% | +7.9% |
| 30D | -4.0% | +13.3% | -17.3% | -8.3% |
| 3M | -19.5% | -5.0% | -14.5% | -18.6% |
| 6M | -33.5% | -8.4% | -25.1% | -32.3% |
| YTD | -34.8% | -4.0% | -30.9% | -35.3% |
| 1Y | -41.6% | +2.8% | -44.4% | -43.5% |
| 3Y | +13.8% | +10.3% | +3.5% | +5.9% |
| 5Y | +43.4% | +9.2% | +34.2% | +31.7% |
| All | +270.3% | +89.4% | +180.8% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling