+1,641.8%
TSM vs ORCL
+276.9%
+1,364.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.8% | -4.6% | +0.8% |
| 7D | +4.4% | +3.8% | +0.7% | +3.1% |
| 30D | -7.0% | -6.6% | -0.4% | -5.0% |
| 3M | -1.8% | -11.4% | +9.6% | +1.9% |
| 6M | +2.7% | -33.3% | +36.0% | +17.1% |
| YTD | +37.1% | -33.3% | +70.3% | +53.6% |
| 1Y | +43.5% | -44.9% | +88.4% | +72.9% |
| 3Y | +341.5% | +17.6% | +323.9% | +247.1% |
| 5Y | +278.9% | +46.1% | +232.8% | +160.1% |
| 10Y | +1,641.8% | +277.8% | +1,364.0% | +603.6% |
| All | +1,641.8% | +276.9% | +1,364.9% | +603.6% |
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