+270.3%
ORCL vs TMO
+372.3%
-102.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +0.8% | +7.2% | +7.6% |
| 30D | -4.0% | +4.0% | -8.0% | -5.2% |
| 3M | -19.5% | +17.6% | -37.1% | -24.4% |
| 6M | -33.5% | +57.3% | -90.7% | -44.8% |
| YTD | -34.8% | +21.2% | -56.0% | -40.2% |
| 1Y | -41.6% | +21.1% | -62.7% | -46.5% |
| 3Y | +13.8% | +58.8% | -45.1% | -9.4% |
| 5Y | +43.4% | +11.8% | +31.6% | +31.0% |
| All | +270.3% | +372.3% | -102.0% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling