+31.5%
ORCL vs TD
+128.3%
-96.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.4% | +3.7% |
| 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% | -34.5% |
| 6M | +4.9% | +25.0% | -20.1% | -4.6% |
| YTD | -17.8% | +31.0% | -48.8% | -26.6% |
| 1Y | -28.0% | +65.2% | -93.2% | -41.3% |
| All | +31.5% | +128.3% | -96.9% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling