+352.7%
ORCL vs TSEM
+1,316.2%
-963.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.8% | -4.8% | +1.3% |
| 7D | +5.3% | +6.9% | -1.6% | +3.7% |
| 30D | +10.0% | +5.3% | +4.7% | +8.3% |
| 3M | -32.6% | -14.9% | -17.7% | -31.6% |
| 6M | +4.9% | +80.0% | -75.1% | -13.1% |
| YTD | -17.8% | +89.4% | -107.1% | -33.3% |
| 1Y | -28.0% | +253.1% | -281.1% | -50.3% |
| 3Y | +36.0% | +642.1% | -606.1% | -22.2% |
| 5Y | +88.7% | +659.1% | -570.4% | +4.7% |
| All | +352.7% | +1,316.2% | -963.5% | +97.6% |
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