+1,410.4%
TSM vs ORCL
+248.0%
+1,162.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.0% |
| 7D | -7.6% | -11.2% | +3.6% | -3.2% |
| 30D | -20.5% | -18.8% | -1.7% | -14.2% |
| 3M | -10.0% | -18.8% | +8.8% | -3.4% |
| 6M | -10.1% | -39.7% | +29.7% | +6.8% |
| YTD | +24.5% | -39.6% | +64.2% | +45.2% |
| 1Y | +31.2% | -51.7% | +82.9% | +66.8% |
| 3Y | +322.0% | +10.2% | +311.7% | +239.8% |
| 5Y | +245.3% | +30.8% | +214.4% | +148.0% |
| All | +1,410.4% | +248.0% | +1,162.4% | +539.0% |
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