+93.1%
ORCL vs TMO
+7.0%
+86.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +10.9% | -0.5% | +11.4% | +11.1% |
| 30D | +7.0% | +1.0% | +6.0% | +6.6% |
| 3M | -21.2% | +22.7% | -43.9% | -27.1% |
| 6M | +7.4% | +19.0% | -11.6% | +0.3% |
| YTD | -16.3% | +4.7% | -21.0% | -18.3% |
| 1Y | -32.3% | +26.0% | -58.3% | -38.6% |
| 3Y | +32.6% | +18.0% | +14.6% | +21.0% |
| 5Y | +93.1% | +8.0% | +85.1% | +83.0% |
| All | +93.1% | +7.0% | +86.1% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling