+270.3%
ORCL vs TCOM
+5.9%
+264.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.5% |
| 7D | +8.0% | -1.8% | +9.7% | +8.2% |
| 30D | -4.0% | +12.1% | -16.1% | -5.5% |
| 3M | -19.5% | -3.2% | -16.3% | -19.3% |
| 6M | -33.5% | -16.6% | -16.8% | -32.2% |
| YTD | -34.8% | -39.4% | +4.6% | -30.9% |
| 1Y | -41.6% | -41.5% | -0.1% | -37.8% |
| 3Y | +13.8% | +24.4% | -10.6% | +8.9% |
| 5Y | +43.4% | +41.6% | +1.8% | +30.5% |
| All | +270.3% | +5.9% | +264.4% | +235.4% |
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