+246.0%
ORCL vs TFC
+82.1%
+164.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +1.7% | -8.2% | -7.0% |
| 30D | -16.6% | +9.0% | -25.6% | -18.8% |
| 3M | -21.6% | -2.1% | -19.5% | -21.3% |
| 6M | -39.4% | +3.4% | -42.7% | -40.4% |
| YTD | -38.7% | +5.3% | -43.9% | -40.4% |
| 1Y | -50.4% | +16.2% | -66.5% | -53.2% |
| 3Y | +8.1% | +94.8% | -86.7% | -14.7% |
| 5Y | +34.5% | -0.7% | +35.2% | +28.5% |
| 10Y | +246.0% | +80.9% | +165.1% | +167.9% |
| All | +246.0% | +82.1% | +164.0% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling