+42.7%
ORCL vs TE
-82.5%
+125.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.1% |
| 7D | +8.0% | -19.1% | +27.0% | +10.2% |
| 30D | -4.0% | -34.1% | +30.2% | -0.2% |
| 3M | -19.5% | -60.1% | +40.7% | -12.5% |
| 6M | -33.5% | -66.0% | +32.5% | -28.1% |
| YTD | -34.8% | -71.4% | +36.6% | -29.7% |
| 1Y | -41.6% | -45.3% | +3.7% | -40.4% |
| 3Y | +13.8% | +9.1% | +4.6% | +0.2% |
| All | +42.7% | -82.5% | +125.2% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling