+322.0%
TSM vs ORCL
+11.3%
+310.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.0% |
| 7D | -7.6% | -11.2% | +3.6% | -3.7% |
| 30D | -20.5% | -18.8% | -1.7% | -14.9% |
| 3M | -10.0% | -18.8% | +8.8% | -4.1% |
| 6M | -10.1% | -39.7% | +29.7% | +4.6% |
| YTD | +24.5% | -39.6% | +64.2% | +43.1% |
| 1Y | +31.2% | -51.7% | +82.9% | +62.8% |
| 3Y | +322.0% | +10.2% | +311.7% | +227.1% |
| All | +322.0% | +11.3% | +310.7% | +227.1% |
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