+246.0%
ORCL vs TXT
+103.6%
+142.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | -6.5% | -1.1% | -5.4% | -6.2% |
| 30D | -16.6% | +17.1% | -33.6% | -21.2% |
| 3M | -21.6% | -2.6% | -19.0% | -21.3% |
| 6M | -39.4% | -4.6% | -34.8% | -39.0% |
| YTD | -38.7% | -0.3% | -38.3% | -39.8% |
| 1Y | -50.4% | +5.9% | -56.3% | -52.4% |
| 3Y | +8.1% | +14.4% | -6.3% | -0.5% |
| 5Y | +34.5% | +15.9% | +18.7% | +21.3% |
| 10Y | +246.0% | +99.6% | +146.4% | +170.3% |
| All | +246.0% | +103.6% | +142.4% | +170.3% |
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