+33.3%
ORCL vs TXN
+70.9%
-37.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +15.0% | +2.2% | +12.8% | +14.4% |
| 30D | +10.5% | -9.5% | +20.0% | +13.2% |
| 3M | -23.0% | -10.5% | -12.5% | -21.0% |
| 6M | +7.0% | +35.4% | -28.4% | -3.9% |
| YTD | -15.8% | +51.8% | -67.6% | -28.4% |
| 1Y | -31.1% | +42.9% | -74.0% | -40.2% |
| 3Y | +33.3% | +71.3% | -38.1% | +10.4% |
| All | +33.3% | +70.9% | -37.6% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling