+7.2%
ORCL vs TXN
+106.2%
-99.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -11.2% | -7.8% | -3.3% | -9.2% |
| 30D | -18.8% | -3.6% | -15.3% | -17.9% |
| 3M | -18.8% | +0.1% | -18.9% | -18.6% |
| 6M | -39.7% | -3.2% | -36.5% | -39.4% |
| YTD | -39.6% | +63.4% | -103.0% | -49.0% |
| 1Y | -51.7% | +75.6% | -127.4% | -60.3% |
| All | +7.2% | +106.2% | -99.0% | -21.9% |
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