+24,538.0%
ORCL vs TXT
+2,193.3%
+22,344.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 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% | -38.3% |
| YTD | -39.6% | -4.1% | -35.5% | -40.0% |
| 1Y | -51.7% | +4.0% | -55.7% | -53.3% |
| 3Y | +10.2% | +8.0% | +2.3% | +4.1% |
| 5Y | +30.8% | +8.4% | +22.4% | +21.8% |
| 10Y | +252.1% | +116.6% | +135.5% | +140.8% |
| All | +24,538.0% | +2,193.3% | +22,344.7% | +4,903.8% |
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