+270.3%
ORCL vs TDY
+434.3%
-164.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +8.0% | +4.1% | +3.9% | +6.3% |
| 30D | -4.0% | +5.7% | -9.7% | -6.0% |
| 3M | -19.5% | -4.4% | -15.0% | -17.9% |
| 6M | -33.5% | +1.2% | -34.7% | -33.8% |
| YTD | -34.8% | +26.0% | -60.9% | -40.8% |
| 1Y | -41.6% | +27.4% | -69.0% | -47.3% |
| 3Y | +13.8% | +67.5% | -53.8% | -8.2% |
| 5Y | +43.4% | +44.9% | -1.5% | +21.0% |
| All | +270.3% | +434.3% | -164.1% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling