+352.7%
ORCL vs TD
+299.0%
+53.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.4% | +3.8% |
| 7D | +5.3% | +0.3% | +4.9% | +5.1% |
| 30D | +10.0% | +0.4% | +9.6% | +9.8% |
| 3M | -32.6% | +7.6% | -40.2% | -35.0% |
| 6M | +4.9% | +25.0% | -20.1% | -6.3% |
| YTD | -17.8% | +31.0% | -48.8% | -28.3% |
| 1Y | -28.0% | +65.2% | -93.2% | -44.2% |
| 3Y | +36.0% | +122.5% | -86.5% | -10.5% |
| 5Y | +88.7% | +124.8% | -36.1% | +21.7% |
| All | +352.7% | +299.0% | +53.7% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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