+1,410.4%
ORCL vs TDG
+13,257.8%
-11,847.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +5.3% | -2.0% | +7.3% | +6.0% |
| 30D | +10.0% | -7.4% | +17.4% | +12.7% |
| 3M | -32.6% | -5.4% | -27.2% | -31.6% |
| 6M | +4.9% | -11.6% | +16.6% | +8.6% |
| YTD | -17.8% | -12.6% | -5.1% | -14.7% |
| 1Y | -28.0% | -9.3% | -18.6% | -26.6% |
| 3Y | +36.0% | +49.2% | -13.2% | +16.5% |
| 5Y | +88.7% | +132.1% | -43.4% | +37.5% |
| 10Y | +346.9% | +544.8% | -197.9% | +100.5% |
| All | +1,410.4% | +13,257.8% | -11,847.4% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling