-28.0%
ORCL vs TMO
+27.8%
-55.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.2% |
| 7D | +5.3% | -1.4% | +6.6% | +5.5% |
| 30D | +10.0% | +6.2% | +3.7% | +9.0% |
| 3M | -32.6% | +27.5% | -60.0% | -35.7% |
| 6M | +4.9% | +20.0% | -15.0% | +0.9% |
| YTD | -17.8% | +6.1% | -23.9% | -20.2% |
| 1Y | -28.0% | +25.8% | -53.8% | -27.2% |
| All | -28.0% | +27.8% | -55.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling