+270.3%
ORCL vs TAP
-46.0%
+316.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.0% |
| 7D | +8.0% | +1.3% | +6.7% | +7.7% |
| 30D | -4.0% | +5.7% | -9.7% | -5.5% |
| 3M | -19.5% | -1.9% | -17.6% | -19.6% |
| 6M | -33.5% | +0.9% | -34.4% | -34.4% |
| YTD | -34.8% | -9.5% | -25.3% | -34.6% |
| 1Y | -41.6% | -9.0% | -32.7% | -41.6% |
| 3Y | +13.8% | -22.2% | +36.0% | +16.8% |
| 5Y | +43.4% | +1.2% | +42.2% | +32.4% |
| All | +270.3% | -46.0% | +316.2% | +265.5% |
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