-28.0%
ORCL vs TDY
+11.8%
-39.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +5.3% | -1.8% | +7.1% | +5.8% |
| 30D | +10.0% | -10.7% | +20.7% | +13.2% |
| 3M | -32.6% | -1.3% | -31.3% | -31.8% |
| 6M | +4.9% | -10.6% | +15.5% | +6.0% |
| YTD | -17.8% | +19.6% | -37.3% | -15.2% |
| 1Y | -28.0% | +11.6% | -39.6% | -24.3% |
| All | -28.0% | +11.8% | -39.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling