+10.2%
ORCL vs TCOM
+30.2%
-20.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -11.2% | +12.1% | -23.2% | -12.8% |
| 30D | -18.8% | +16.5% | -35.3% | -20.9% |
| 3M | -18.8% | -4.0% | -14.7% | -18.3% |
| 6M | -39.7% | -18.5% | -21.2% | -37.7% |
| YTD | -39.6% | -38.3% | -1.3% | -34.8% |
| 1Y | -51.7% | -36.6% | -15.1% | -48.1% |
| 3Y | +10.2% | +31.1% | -20.9% | +8.5% |
| All | +10.2% | +30.2% | -20.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling