+361.3%
ORCL vs TDG
+539.3%
-178.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +10.9% | -2.4% | +13.3% | +11.6% |
| 30D | +7.0% | -8.0% | +15.0% | +9.3% |
| 3M | -21.2% | -10.5% | -10.7% | -19.0% |
| 6M | +7.4% | -11.9% | +19.3% | +10.5% |
| YTD | -16.3% | -15.4% | -0.9% | -13.0% |
| 1Y | -32.3% | -14.2% | -18.1% | -30.2% |
| 3Y | +32.6% | +51.0% | -18.5% | +18.0% |
| 5Y | +93.1% | +126.5% | -33.4% | +54.6% |
| All | +361.3% | +539.3% | -178.1% | +196.5% |
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 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