+32.1%
ORCL vs TMO
+18.6%
+13.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +10.9% | -0.5% | +11.4% | +11.0% |
| 30D | +7.0% | +1.0% | +6.0% | +6.7% |
| 3M | -21.2% | +22.7% | -43.9% | -26.1% |
| 6M | +7.4% | +19.0% | -11.6% | +1.5% |
| YTD | -16.3% | +4.7% | -21.0% | -17.9% |
| 1Y | -32.3% | +26.0% | -58.3% | -37.5% |
| All | +32.1% | +18.6% | +13.5% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling