+227.3%
ORCL vs TE
-48.3%
+275.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.0% | -7.6% | +1.5% |
| 7D | +15.0% | +18.2% | -3.2% | +13.4% |
| 30D | +10.5% | -13.5% | +24.0% | +11.5% |
| 3M | -23.0% | -44.6% | +21.6% | -20.3% |
| 6M | +7.0% | -24.7% | +31.7% | +6.6% |
| YTD | -15.8% | -24.3% | +8.4% | -16.8% |
| 1Y | -31.1% | +155.6% | -186.6% | -38.9% |
| 3Y | +33.3% | -18.3% | +51.5% | +19.4% |
| 5Y | +94.3% | -41.3% | +135.6% | +77.1% |
| All | +227.3% | -48.3% | +275.6% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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