+1,082.7%
ORCL vs TCOM
+2,902.5%
-1,819.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | +6.5% | -13.0% | -7.4% |
| 30D | -16.6% | +13.3% | -29.9% | -18.3% |
| 3M | -21.6% | -6.5% | -15.2% | -21.1% |
| 6M | -39.4% | -16.3% | -23.0% | -38.1% |
| YTD | -38.7% | -38.7% | 0.0% | -34.5% |
| 1Y | -50.4% | -40.1% | -10.2% | -46.8% |
| 3Y | +8.1% | +30.6% | -22.5% | +0.9% |
| 5Y | +34.5% | +45.8% | -11.3% | +17.6% |
| 10Y | +246.0% | +8.1% | +237.9% | +199.5% |
| All | +1,082.7% | +2,902.5% | -1,819.8% | +501.0% |
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