+251.6%
ORCL vs TFC
+90.1%
+161.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -15.3% | +9.2% | -24.4% | -17.6% |
| 3M | -18.2% | -2.9% | -15.3% | -17.8% |
| 6M | -38.4% | +3.5% | -41.9% | -39.5% |
| YTD | -37.7% | +5.4% | -43.2% | -39.5% |
| 1Y | -49.3% | +17.3% | -66.6% | -52.4% |
| 3Y | +10.6% | +96.7% | -86.0% | -12.9% |
| 5Y | +35.5% | -1.1% | +36.6% | +29.7% |
| 10Y | +251.6% | +84.7% | +166.9% | +172.4% |
| All | +251.6% | +90.1% | +161.5% | +172.4% |
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