+1,502.2%
TSM vs ORCL
+260.6%
+1,241.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.3% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -14.3% | -15.3% | +1.0% | -8.9% |
| 3M | -7.2% | -18.2% | +11.0% | -0.7% |
| 6M | -5.1% | -38.4% | +33.3% | +11.7% |
| YTD | +28.9% | -37.7% | +66.6% | +48.5% |
| 1Y | +37.1% | -49.3% | +86.3% | +70.9% |
| 3Y | +341.5% | +10.6% | +330.8% | +255.7% |
| 5Y | +245.7% | +35.5% | +210.2% | +144.8% |
| 10Y | +1,502.2% | +251.6% | +1,250.7% | +568.2% |
| All | +1,502.2% | +260.6% | +1,241.6% | +568.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 10y: compounded portfolio wealth divided by compounded ORCL 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…
10y analysis · Full analysis span regression · 6 months rolling