+33,471.1%
ORCL vs TXT
+2,070.1%
+31,401.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | -4.8% | +10.0% | +6.9% |
| 30D | +10.0% | -10.6% | +20.6% | +14.0% |
| 3M | -32.6% | -13.2% | -19.4% | -29.7% |
| 6M | +4.9% | -20.3% | +25.3% | +12.0% |
| YTD | -17.8% | -9.3% | -8.5% | -16.2% |
| 1Y | -28.0% | -2.7% | -25.3% | -28.5% |
| 3Y | +36.0% | +1.4% | +34.6% | +31.8% |
| 5Y | +88.7% | +9.6% | +79.2% | +76.0% |
| 10Y | +346.9% | +94.9% | +252.0% | +217.9% |
| All | +33,471.1% | +2,070.1% | +31,401.1% | +6,881.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling