+93.1%
ORCL vs TDY
+33.5%
+59.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +10.9% | -1.8% | +12.7% | +11.9% |
| 30D | +7.0% | -13.8% | +20.8% | +15.0% |
| 3M | -21.2% | -3.9% | -17.3% | -19.7% |
| 6M | +7.4% | -9.0% | +16.4% | +12.1% |
| YTD | -16.3% | +16.5% | -32.8% | -23.3% |
| 1Y | -32.3% | +9.3% | -41.6% | -36.3% |
| 3Y | +32.6% | +45.1% | -12.5% | +6.9% |
| 5Y | +93.1% | +35.0% | +58.1% | +61.7% |
| All | +93.1% | +33.5% | +59.6% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling