+26,501.0%
ORCL vs TMO
+9,422.9%
+17,078.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +0.8% | +7.2% | +7.6% |
| 30D | -4.0% | +4.0% | -8.0% | -5.3% |
| 3M | -19.5% | +17.6% | -37.1% | -24.8% |
| 6M | -33.5% | +57.3% | -90.7% | -45.6% |
| YTD | -34.8% | +21.2% | -56.0% | -40.7% |
| 1Y | -41.6% | +21.1% | -62.7% | -47.0% |
| 3Y | +13.8% | +58.8% | -45.1% | -10.4% |
| 5Y | +43.4% | +11.8% | +31.6% | +29.2% |
| 10Y | +268.8% | +376.2% | -107.4% | +70.0% |
| All | +26,501.0% | +9,422.9% | +17,078.1% | +2,720.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling