-39.7%
ORCL vs TXT
-10.0%
-29.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.7% |
| 7D | -11.2% | -2.5% | -8.6% | -11.2% |
| 30D | -18.8% | +14.4% | -33.2% | -19.2% |
| 3M | -18.8% | -4.9% | -13.9% | -18.3% |
| 6M | -39.7% | -10.2% | -29.5% | -39.5% |
| All | -39.7% | -10.0% | -29.7% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling