+277.8%
ORCL vs TAP
-47.8%
+325.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +9.0% |
| 7D | +3.8% | -8.0% | +11.8% | +5.4% |
| 30D | -6.6% | +4.1% | -10.6% | -7.8% |
| 3M | -11.4% | -4.4% | -7.1% | -11.2% |
| 6M | -33.3% | -1.9% | -31.3% | -33.9% |
| YTD | -33.3% | -12.1% | -21.2% | -32.6% |
| 1Y | -44.9% | -12.0% | -32.9% | -44.5% |
| 3Y | +17.6% | -25.0% | +42.6% | +21.7% |
| 5Y | +46.1% | -1.1% | +47.2% | +35.4% |
| 10Y | +277.8% | -47.6% | +325.4% | +280.5% |
| All | +277.8% | -47.8% | +325.6% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling