+6,559.9%
ORCL vs TSEM
-31.2%
+6,591.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.2% |
| 7D | -11.2% | -17.5% | +6.4% | -8.8% |
| 30D | -18.8% | -44.7% | +25.8% | -12.1% |
| 3M | -18.8% | -38.9% | +20.1% | -13.5% |
| 6M | -39.7% | -36.7% | -3.1% | -37.1% |
| YTD | -39.6% | +17.0% | -56.6% | -42.5% |
| 1Y | -51.7% | +62.8% | -114.6% | -56.2% |
| 3Y | +10.2% | +471.3% | -461.1% | -15.4% |
| 5Y | +30.8% | +290.3% | -259.5% | +3.9% |
| 10Y | +252.1% | +790.1% | -538.0% | +145.2% |
| All | +6,559.9% | -31.2% | +6,591.1% | +4,522.9% |
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