-49.5%
ORCL vs TSEM
+79.9%
-129.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.7% | +6.8% | -0.2% |
| 7D | -14.4% | -23.1% | +8.7% | -9.8% |
| 30D | -12.8% | -40.4% | +27.5% | -4.0% |
| 3M | -14.8% | -37.9% | +23.1% | -7.5% |
| 6M | -30.9% | -30.8% | -0.1% | -27.0% |
| YTD | -35.7% | +26.7% | -62.4% | -39.6% |
| 1Y | -49.5% | +80.5% | -129.9% | -56.3% |
| All | -49.5% | +79.9% | -129.4% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling