+363.4%
ORCL vs TCOM
-9.7%
+373.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.5% |
| 7D | +15.0% | -7.6% | +22.6% | +16.1% |
| 30D | +10.5% | -12.2% | +22.8% | +12.4% |
| 3M | -23.0% | -14.2% | -8.8% | -21.7% |
| 6M | +7.0% | -25.0% | +32.0% | +10.8% |
| YTD | -15.8% | -43.7% | +27.9% | -9.7% |
| 1Y | -31.1% | -44.5% | +13.5% | -26.0% |
| 3Y | +33.3% | +13.4% | +19.9% | +29.2% |
| 5Y | +94.3% | +26.5% | +67.8% | +79.4% |
| 10Y | +363.4% | -10.3% | +373.7% | +326.9% |
| All | +363.4% | -9.7% | +373.1% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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