+94.3%
ORCL vs TXN
+58.3%
+36.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +15.0% | +2.2% | +12.8% | +14.2% |
| 30D | +10.5% | -9.5% | +20.0% | +14.0% |
| 3M | -23.0% | -10.5% | -12.5% | -20.6% |
| 6M | +7.0% | +35.4% | -28.4% | -6.6% |
| YTD | -15.8% | +51.8% | -67.6% | -30.8% |
| 1Y | -31.1% | +42.9% | -74.0% | -42.2% |
| 3Y | +33.3% | +71.3% | -38.1% | -2.3% |
| 5Y | +94.3% | +58.0% | +36.3% | +44.2% |
| All | +94.3% | +58.3% | +36.1% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling