+336.5%
ORCL vs TDG
+540.0%
-203.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -0.7% | -2.7% | +2.0% | 0.0% |
| 30D | +5.1% | -9.3% | +14.4% | +7.8% |
| 3M | -23.7% | -7.1% | -16.7% | -22.4% |
| 6M | +3.1% | -11.2% | +14.2% | +5.8% |
| YTD | -20.8% | -15.3% | -5.5% | -17.7% |
| 1Y | -52.9% | -12.5% | -40.4% | -51.6% |
| 3Y | +25.4% | +51.2% | -25.8% | +11.6% |
| 5Y | +82.4% | +126.1% | -43.7% | +46.1% |
| All | +336.5% | +540.0% | -203.5% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TDG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling