+251.6%
ORCL vs TSEM
+879.4%
-627.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.9% | -7.7% | +0.6% |
| 7D | +0.5% | -2.0% | +2.4% | +0.8% |
| 30D | -15.3% | -33.4% | +18.1% | -7.2% |
| 3M | -18.2% | -39.7% | +21.5% | -8.9% |
| 6M | -38.4% | -27.8% | -10.6% | -36.1% |
| YTD | -37.7% | +29.7% | -67.4% | -45.1% |
| 1Y | -49.3% | +81.1% | -130.4% | -59.2% |
| 3Y | +10.6% | +529.3% | -518.7% | -34.1% |
| 5Y | +35.5% | +315.0% | -279.5% | -13.6% |
| 10Y | +251.6% | +865.7% | -614.1% | +69.8% |
| All | +251.6% | +879.4% | -627.8% | +69.8% |
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 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