+1,598.5%
TSM vs ORCL
+245.4%
+1,353.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.6% |
| 7D | -2.1% | -6.5% | +4.5% | +0.8% |
| 30D | -12.5% | -16.6% | +4.0% | -6.5% |
| 3M | -5.0% | -21.6% | +16.6% | +3.4% |
| 6M | -3.2% | -39.4% | +36.2% | +14.7% |
| YTD | +31.5% | -38.7% | +70.2% | +52.4% |
| 1Y | +35.7% | -50.4% | +86.1% | +70.6% |
| 3Y | +323.5% | +8.1% | +315.4% | +244.4% |
| 5Y | +263.4% | +34.5% | +228.8% | +157.8% |
| 10Y | +1,598.5% | +246.0% | +1,352.5% | +613.8% |
| All | +1,598.5% | +245.4% | +1,353.1% | +613.8% |
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