+247.2%
ORCL vs TSEM
+848.0%
-600.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.8% |
| 7D | -6.5% | -9.5% | +3.0% | -4.5% |
| 30D | -16.6% | -35.5% | +18.9% | -7.9% |
| 3M | -21.6% | -41.6% | +20.0% | -12.0% |
| 6M | -39.4% | -30.1% | -9.3% | -36.6% |
| YTD | -38.7% | +25.7% | -64.4% | -45.6% |
| 1Y | -50.4% | +50.5% | -100.8% | -58.0% |
| 3Y | +8.1% | +501.7% | -493.6% | -35.0% |
| 5Y | +34.5% | +310.9% | -276.4% | -14.1% |
| All | +247.2% | +848.0% | -600.8% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling