+762.3%
ORCL vs TDY
+7,529.4%
-6,767.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +8.0% | +4.1% | +3.9% | +6.6% |
| 30D | -4.0% | +5.7% | -9.7% | -5.6% |
| 3M | -19.5% | -4.4% | -15.0% | -18.2% |
| 6M | -33.5% | +1.2% | -34.7% | -33.7% |
| YTD | -34.8% | +26.0% | -60.9% | -39.7% |
| 1Y | -41.6% | +27.4% | -69.0% | -46.2% |
| 3Y | +13.8% | +67.5% | -53.8% | -4.2% |
| 5Y | +43.4% | +44.9% | -1.5% | +25.7% |
| 10Y | +268.8% | +440.9% | -172.1% | +108.2% |
| All | +762.3% | +7,529.4% | -6,767.0% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling