+33,471.1%
ORCL vs TMO
+8,241.0%
+25,230.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.4% |
| 7D | +5.3% | -1.4% | +6.6% | +5.9% |
| 30D | +10.0% | +6.2% | +3.7% | +7.2% |
| 3M | -32.6% | +27.5% | -60.0% | -39.7% |
| 6M | +4.9% | +20.0% | -15.0% | -4.0% |
| YTD | -17.8% | +6.1% | -23.9% | -20.8% |
| 1Y | -28.0% | +25.8% | -53.8% | -36.0% |
| 3Y | +36.0% | +11.2% | +24.8% | +24.6% |
| 5Y | +88.7% | +9.6% | +79.2% | +70.9% |
| 10Y | +346.9% | +317.8% | +29.1% | +117.5% |
| All | +33,471.1% | +8,241.0% | +25,230.2% | +3,666.0% |
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 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