+10.2%
ORCL vs TSEM
+468.0%
-457.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | -0.5% |
| 7D | -11.2% | -17.5% | +6.4% | -6.5% |
| 30D | -18.8% | -44.7% | +25.8% | -5.7% |
| 3M | -18.8% | -38.9% | +20.1% | -8.6% |
| 6M | -39.7% | -36.7% | -3.1% | -35.1% |
| YTD | -39.6% | +17.0% | -56.6% | -47.8% |
| 1Y | -51.7% | +62.8% | -114.6% | -63.3% |
| 3Y | +10.2% | +471.3% | -461.1% | -39.3% |
| All | +10.2% | +468.0% | -457.8% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling