+336.5%
ORCL vs TXN
+413.0%
-76.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | -0.7% | +2.0% | -2.7% | -1.4% |
| 30D | +5.1% | -8.0% | +13.1% | +8.4% |
| 3M | -23.7% | -7.8% | -16.0% | -22.0% |
| 6M | +3.1% | +32.4% | -29.3% | -10.7% |
| YTD | -20.8% | +51.7% | -72.5% | -36.1% |
| 1Y | -52.9% | +44.3% | -97.2% | -61.3% |
| 3Y | +25.4% | +71.3% | -45.9% | -8.5% |
| 5Y | +82.4% | +56.4% | +26.0% | +36.1% |
| All | +336.5% | +413.0% | -76.5% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TXN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling