-49.5%
ORCL vs TFC
+20.8%
-70.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -1.3% |
| 7D | -14.4% | +5.1% | -19.5% | -13.5% |
| 30D | -12.8% | +9.8% | -22.6% | -11.4% |
| 3M | -14.8% | -2.4% | -12.3% | -14.7% |
| 6M | -30.9% | +4.9% | -35.8% | -30.2% |
| YTD | -35.7% | +6.6% | -42.2% | -36.7% |
| 1Y | -49.5% | +21.3% | -70.8% | -51.1% |
| All | -49.5% | +20.8% | -70.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling