+15.4%
ORCL vs TSEM
+595.4%
-580.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +10.4% | +20.5% | -10.1% | +4.9% |
| 30D | -11.2% | -29.0% | +17.7% | -3.4% |
| 3M | -16.8% | -39.4% | +22.6% | -6.5% |
| 6M | -31.5% | -28.5% | -3.0% | -28.5% |
| YTD | -33.9% | +34.4% | -68.4% | -44.9% |
| 1Y | -43.3% | +48.3% | -91.6% | -54.5% |
| All | +15.4% | +595.4% | -580.1% | -34.7% |
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