+361.3%
ORCL vs TXN
+418.5%
-57.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.9% |
| 7D | +10.9% | +2.7% | +8.2% | +9.8% |
| 30D | +7.0% | -6.7% | +13.7% | +9.7% |
| 3M | -21.2% | -8.9% | -12.3% | -19.0% |
| 6M | +7.4% | +34.7% | -27.3% | -7.7% |
| YTD | -16.3% | +53.3% | -69.6% | -32.7% |
| 1Y | -32.3% | +45.0% | -77.4% | -44.6% |
| 3Y | +32.6% | +73.1% | -40.6% | -3.7% |
| 5Y | +93.1% | +59.9% | +33.2% | +42.7% |
| All | +361.3% | +418.5% | -57.2% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling