+42.7%
ORCL vs TD
+101.4%
-58.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +1.1% | +6.9% | +7.4% |
| 30D | -4.0% | +5.2% | -9.2% | -6.1% |
| 3M | -19.5% | +1.2% | -20.7% | -19.9% |
| 6M | -33.5% | +17.7% | -51.2% | -38.1% |
| YTD | -34.8% | +34.2% | -69.1% | -42.8% |
| 1Y | -41.6% | +55.4% | -97.0% | -51.9% |
| 3Y | +13.8% | +130.4% | -116.6% | -21.7% |
| All | +42.7% | +101.4% | -58.7% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling