+7,264.3%
ORCL vs TSEM
-20.5%
+7,284.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.6% | +1.2% | +7.8% |
| 7D | +3.8% | +6.8% | -3.0% | +2.8% |
| 30D | -6.6% | -26.6% | +20.1% | -2.7% |
| 3M | -11.4% | -36.3% | +24.9% | -6.2% |
| 6M | -33.3% | -30.6% | -2.7% | -31.2% |
| YTD | -33.3% | +35.3% | -68.6% | -37.7% |
| 1Y | -44.9% | +59.2% | -104.1% | -49.8% |
| 3Y | +17.6% | +547.7% | -530.0% | -11.2% |
| 5Y | +46.1% | +337.5% | -291.5% | +14.2% |
| 10Y | +277.8% | +887.4% | -609.6% | +159.2% |
| All | +7,264.3% | -20.5% | +7,284.7% | +4,911.4% |
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