+24,937.0%
ORCL vs TXN
+25,001.6%
-64.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.2% |
| 7D | -6.5% | -3.8% | -2.7% | -5.0% |
| 30D | -16.6% | +6.4% | -23.0% | -18.9% |
| 3M | -21.6% | +7.7% | -29.3% | -24.4% |
| 6M | -39.4% | +5.5% | -44.8% | -41.8% |
| YTD | -38.7% | +77.0% | -115.7% | -55.1% |
| 1Y | -50.4% | +91.2% | -141.6% | -65.0% |
| 3Y | +8.1% | +121.5% | -113.4% | -31.6% |
| 5Y | +34.5% | +84.9% | -50.4% | -8.8% |
| 10Y | +246.0% | +469.9% | -223.9% | +30.3% |
| All | +24,937.0% | +25,001.6% | -64.6% | +921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling