+323.5%
TSM vs ORCL
+9.0%
+314.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | -2.1% | -6.5% | +4.5% | +0.4% |
| 30D | -12.5% | -16.6% | +4.0% | -7.2% |
| 3M | -5.0% | -21.6% | +16.6% | +2.4% |
| 6M | -3.2% | -39.4% | +36.2% | +12.3% |
| YTD | +31.5% | -38.7% | +70.2% | +50.3% |
| 1Y | +35.7% | -50.4% | +86.1% | +66.8% |
| 3Y | +323.5% | +8.1% | +315.4% | +231.9% |
| All | +323.5% | +9.0% | +314.5% | +231.9% |
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