+219.8%
ORCL vs TE
-53.0%
+272.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.0% |
| 7D | +5.3% | -4.0% | +9.2% | +5.6% |
| 30D | +10.0% | -15.9% | +25.9% | +11.2% |
| 3M | -32.6% | -60.5% | +28.0% | -28.3% |
| 6M | +4.9% | -35.2% | +40.1% | +5.8% |
| YTD | -17.8% | -31.1% | +13.4% | -18.1% |
| 1Y | -28.0% | +148.6% | -176.6% | -36.0% |
| 3Y | +36.0% | -26.4% | +62.4% | +23.0% |
| 5Y | +88.7% | -48.0% | +136.7% | +73.3% |
| All | +219.8% | -53.0% | +272.7% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling