+1,125.7%
ORCL vs TDG
+14,211.3%
-13,085.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.3% |
| 7D | +3.8% | +2.3% | +1.4% | +3.1% |
| 30D | -6.6% | +11.2% | -17.7% | -10.0% |
| 3M | -11.4% | +0.2% | -11.7% | -11.7% |
| 6M | -33.3% | +3.9% | -37.2% | -34.6% |
| YTD | -33.3% | -6.4% | -26.9% | -32.5% |
| 1Y | -44.9% | -3.8% | -41.1% | -44.8% |
| 3Y | +17.6% | +46.8% | -29.1% | +1.3% |
| 5Y | +46.1% | +128.3% | -82.2% | +6.9% |
| 10Y | +277.8% | +569.3% | -291.5% | +67.4% |
| All | +1,125.7% | +14,211.3% | -13,085.5% | +52.0% |
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 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