+244.8%
ORCL vs TXT
+112.2%
+132.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | -11.2% | -2.5% | -8.6% | -10.5% |
| 30D | -18.8% | +14.4% | -33.2% | -22.7% |
| 3M | -18.8% | -4.9% | -13.9% | -17.9% |
| 6M | -39.7% | -10.2% | -29.5% | -38.2% |
| YTD | -39.6% | -4.1% | -35.5% | -40.0% |
| 1Y | -51.7% | +4.0% | -55.7% | -53.5% |
| 3Y | +10.2% | +8.0% | +2.3% | +3.3% |
| 5Y | +30.8% | +8.4% | +22.4% | +20.5% |
| All | +244.8% | +112.2% | +132.6% | +169.3% |
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