+8,974.6%
ORCL vs TSEM
+11.3%
+8,963.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.8% | -4.8% | +2.0% |
| 7D | +5.3% | +6.9% | -1.6% | +4.3% |
| 30D | +10.0% | +5.3% | +4.7% | +9.0% |
| 3M | -32.6% | -14.9% | -17.7% | -31.9% |
| 6M | +4.9% | +80.0% | -75.1% | -5.2% |
| YTD | -17.8% | +89.4% | -107.1% | -26.5% |
| 1Y | -28.0% | +253.1% | -281.1% | -40.9% |
| 3Y | +36.0% | +642.1% | -606.1% | +0.7% |
| 5Y | +88.7% | +659.1% | -570.4% | +37.4% |
| 10Y | +346.9% | +1,291.4% | -944.5% | +193.3% |
| All | +8,974.6% | +11.3% | +8,963.2% | +5,812.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling