+15.4%
ORCL vs TMO
+58.5%
-43.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.2% |
| 7D | +10.4% | +3.3% | +7.1% | +9.3% |
| 30D | -11.2% | +5.5% | -16.7% | -12.3% |
| 3M | -16.8% | +16.1% | -32.8% | -19.9% |
| 6M | -31.5% | +52.6% | -84.0% | -39.4% |
| YTD | -33.9% | +21.0% | -55.0% | -37.6% |
| 1Y | -43.3% | +19.4% | -62.6% | -46.2% |
| All | +15.4% | +58.5% | -43.2% | +2.7% |
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 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