+42.8%
TSM vs ORCL
-43.5%
+86.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +6.2% | +8.0% | -1.8% | +3.7% |
| 30D | -7.3% | -4.0% | -3.3% | -6.3% |
| 3M | -7.1% | -19.5% | +12.3% | -1.8% |
| 6M | +0.2% | -33.5% | +33.7% | +10.0% |
| YTD | +32.2% | -34.8% | +67.1% | +47.3% |
| 1Y | +42.8% | -41.6% | +84.4% | +63.5% |
| All | +42.8% | -43.5% | +86.3% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling