+270.3%
ORCL vs TDG
+551.7%
-281.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +8.0% | +1.7% | +6.3% | +7.5% |
| 30D | -4.0% | +9.7% | -13.7% | -6.5% |
| 3M | -19.5% | -2.3% | -17.1% | -19.1% |
| 6M | -33.5% | +1.3% | -34.8% | -34.0% |
| YTD | -34.8% | -8.5% | -26.4% | -33.8% |
| 1Y | -41.6% | -8.1% | -33.5% | -40.8% |
| 3Y | +13.8% | +43.4% | -29.6% | +2.3% |
| 5Y | +43.4% | +127.8% | -84.4% | +14.1% |
| All | +270.3% | +551.7% | -281.4% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling