+1,729.4%
TSM vs ORCL
+345.6%
+1,383.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.7% |
| 7D | +2.7% | +5.3% | -2.5% | +0.5% |
| 30D | +3.6% | +10.0% | -6.4% | -0.5% |
| 3M | -3.4% | -32.6% | +29.2% | +11.5% |
| 6M | +20.6% | +4.9% | +15.7% | +14.7% |
| YTD | +41.9% | -17.8% | +59.6% | +47.7% |
| 1Y | +84.4% | -28.0% | +112.4% | +92.8% |
| 3Y | +380.2% | +36.0% | +344.2% | +257.4% |
| 5Y | +275.3% | +88.7% | +186.6% | +133.0% |
| All | +1,729.4% | +345.6% | +1,383.8% | +595.3% |
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