+46.1%
ORCL vs TDG
+121.4%
-75.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.2% |
| 7D | +3.8% | +2.3% | +1.4% | +3.0% |
| 30D | -6.6% | +11.2% | -17.7% | -10.3% |
| 3M | -11.4% | +0.2% | -11.7% | -11.7% |
| 6M | -33.3% | +3.9% | -37.2% | -34.7% |
| YTD | -33.3% | -6.4% | -26.9% | -32.3% |
| 1Y | -44.9% | -3.8% | -41.1% | -44.8% |
| 3Y | +17.6% | +46.8% | -29.1% | -2.6% |
| 5Y | +46.1% | +128.3% | -82.2% | 0.0% |
| All | +46.1% | +121.4% | -75.3% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling