+244.8%
ORCL vs TAP
-49.3%
+294.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.7% |
| 7D | -11.2% | +0.5% | -11.7% | -11.5% |
| 30D | -18.8% | +9.1% | -28.0% | -20.7% |
| 3M | -18.8% | -3.8% | -15.0% | -18.6% |
| 6M | -39.7% | -3.4% | -36.3% | -40.0% |
| YTD | -39.6% | -10.6% | -29.0% | -39.3% |
| 1Y | -51.7% | -4.4% | -47.3% | -52.5% |
| 3Y | +10.2% | -24.4% | +34.6% | +14.0% |
| 5Y | +30.8% | +2.1% | +28.7% | +20.4% |
| All | +244.8% | -49.3% | +294.1% | +249.2% |
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