+330.4%
TSM vs ORCL
+14.8%
+315.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +6.2% | +8.0% | -1.8% | +3.4% |
| 30D | -7.3% | -4.0% | -3.3% | -6.2% |
| 3M | -7.1% | -19.5% | +12.3% | -0.8% |
| 6M | +0.2% | -33.5% | +33.7% | +12.6% |
| YTD | +32.2% | -34.8% | +67.1% | +47.9% |
| 1Y | +42.8% | -41.6% | +84.4% | +65.4% |
| 3Y | +330.4% | +13.8% | +316.6% | +232.4% |
| All | +330.4% | +14.8% | +315.6% | +232.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling