-14.5%
TSM vs ORCL
-20.3%
+5.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.9% | -3.9% | -8.2% |
| 7D | -18.2% | -17.5% | -0.7% | -12.7% |
| 30D | -26.8% | -20.2% | -6.6% | -21.1% |
| 3M | -14.5% | -19.9% | +5.5% | -7.6% |
| All | -14.5% | -20.3% | +5.8% | -7.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling