+1,100.9%
ORCL vs TCOM
+2,899.8%
-1,798.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +0.5% | +7.4% | -7.0% | -0.6% |
| 30D | -15.3% | +13.2% | -28.5% | -17.0% |
| 3M | -18.2% | -4.6% | -13.7% | -17.9% |
| 6M | -38.4% | -16.4% | -22.0% | -37.1% |
| YTD | -37.7% | -38.8% | +1.0% | -33.5% |
| 1Y | -49.3% | -37.3% | -11.9% | -46.0% |
| 3Y | +10.6% | +31.4% | -20.8% | +3.1% |
| 5Y | +35.5% | +45.5% | -10.0% | +18.5% |
| 10Y | +251.6% | +4.6% | +246.9% | +205.8% |
| All | +1,100.9% | +2,899.8% | -1,798.9% | +510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling