+246.0%
ORCL vs TD
+303.3%
-57.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | -0.7% | -5.8% | -6.1% |
| 30D | -16.6% | +7.6% | -24.2% | -19.5% |
| 3M | -21.6% | +3.0% | -24.6% | -22.7% |
| 6M | -39.4% | +16.8% | -56.2% | -43.9% |
| YTD | -38.7% | +34.3% | -73.0% | -47.2% |
| 1Y | -50.4% | +56.0% | -106.3% | -60.3% |
| 3Y | +8.1% | +132.4% | -124.3% | -30.2% |
| 5Y | +34.5% | +103.7% | -69.1% | -8.2% |
| 10Y | +246.0% | +299.2% | -53.1% | +60.9% |
| All | +246.0% | +303.3% | -57.3% | +60.9% |
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