+72.4%
UBER vs TXN
+193.7%
-121.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -3.1% |
| 7D | -5.4% | +4.0% | -9.4% | -7.3% |
| 30D | -4.9% | -2.9% | -2.0% | -3.9% |
| 3M | +3.0% | -9.1% | +12.1% | +5.7% |
| 6M | -4.4% | +36.6% | -41.0% | -24.6% |
| YTD | -12.3% | +57.5% | -69.8% | -37.3% |
| 1Y | -24.3% | +49.5% | -73.8% | -44.5% |
| 3Y | +46.4% | +76.5% | -30.1% | -10.0% |
| 5Y | +79.7% | +62.4% | +17.3% | +15.5% |
| All | +72.4% | +193.7% | -121.3% | -28.7% |
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 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