+363.4%
ORCL vs TSEM
+1,300.1%
-936.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.6% |
| 7D | +15.0% | +10.4% | +4.6% | +12.5% |
| 30D | +10.5% | -12.9% | +23.5% | +13.7% |
| 3M | -23.0% | -9.2% | -13.8% | -23.0% |
| 6M | +7.0% | +98.8% | -91.8% | -13.4% |
| YTD | -15.8% | +87.2% | -103.0% | -31.6% |
| 1Y | -31.1% | +239.0% | -270.0% | -52.0% |
| 3Y | +33.3% | +679.5% | -646.2% | -24.5% |
| 5Y | +94.3% | +667.3% | -572.9% | +7.5% |
| 10Y | +363.4% | +1,301.0% | -937.6% | +102.8% |
| All | +363.4% | +1,300.1% | -936.7% | +102.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling