+45.4%
ORCL vs TMO
+12.1%
+33.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.1% |
| 7D | +10.4% | +3.3% | +7.1% | +9.1% |
| 30D | -11.2% | +5.5% | -16.7% | -12.7% |
| 3M | -16.8% | +16.1% | -32.8% | -20.9% |
| 6M | -31.5% | +52.6% | -84.0% | -41.4% |
| YTD | -33.9% | +21.0% | -55.0% | -38.6% |
| 1Y | -43.3% | +19.4% | -62.6% | -47.1% |
| 3Y | +16.5% | +57.5% | -41.0% | -5.4% |
| 5Y | +45.4% | +11.7% | +33.7% | +32.6% |
| All | +45.4% | +12.1% | +33.3% | +32.6% |
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