+30.6%
ORCL vs TSEM
+273.4%
-242.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | -0.4% |
| 7D | -11.2% | -17.5% | +6.4% | -7.0% |
| 30D | -18.8% | -44.7% | +25.8% | -7.0% |
| 3M | -18.8% | -38.9% | +20.1% | -9.6% |
| 6M | -39.7% | -36.7% | -3.1% | -35.3% |
| YTD | -39.6% | +17.0% | -56.6% | -45.7% |
| 1Y | -51.7% | +62.8% | -114.6% | -60.6% |
| 3Y | +10.2% | +471.3% | -461.1% | -31.8% |
| All | +30.6% | +273.4% | -242.8% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling