+277.8%
ORCL vs TFC
+81.3%
+196.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +3.8% | -1.2% | +5.0% | +4.2% |
| 30D | -6.6% | +7.8% | -14.3% | -8.7% |
| 3M | -11.4% | -3.0% | -8.5% | -10.9% |
| 6M | -33.3% | +5.8% | -39.1% | -34.9% |
| YTD | -33.3% | +5.3% | -38.5% | -35.1% |
| 1Y | -44.9% | +15.7% | -60.6% | -48.1% |
| 3Y | +17.6% | +94.8% | -77.2% | -7.2% |
| 5Y | +46.1% | 0.0% | +46.0% | +39.2% |
| 10Y | +277.8% | +79.0% | +198.7% | +191.3% |
| All | +277.8% | +81.3% | +196.5% | +191.3% |
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