-52.9%
ORCL vs TMO
+25.8%
-78.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -0.7% | -2.5% | +1.8% | -0.2% |
| 30D | +5.1% | -0.3% | +5.4% | +5.2% |
| 3M | -23.7% | +25.3% | -49.0% | -28.2% |
| 6M | +3.1% | +20.9% | -17.8% | -2.1% |
| YTD | -20.8% | +4.3% | -25.1% | -22.5% |
| 1Y | -52.9% | +27.0% | -79.9% | -55.7% |
| All | -52.9% | +25.8% | -78.7% | -55.7% |
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