+30.6%
ORCL vs TCOM
+44.6%
-14.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -11.2% | +12.1% | -23.2% | -12.4% |
| 30D | -18.8% | +16.5% | -35.3% | -20.4% |
| 3M | -18.8% | -4.0% | -14.7% | -18.5% |
| 6M | -39.7% | -18.5% | -21.2% | -38.3% |
| YTD | -39.6% | -38.3% | -1.3% | -36.2% |
| 1Y | -51.7% | -36.6% | -15.1% | -49.2% |
| 3Y | +10.2% | +31.1% | -20.9% | +6.5% |
| All | +30.6% | +44.6% | -14.0% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling