-43.3%
ORCL vs TFC
+14.6%
-57.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | -11.2% | +8.6% | -19.9% | -10.1% |
| 3M | -16.8% | -4.3% | -12.4% | -17.0% |
| 6M | -31.5% | +5.4% | -36.9% | -31.0% |
| YTD | -33.9% | +4.5% | -38.4% | -35.3% |
| 1Y | -43.3% | +14.0% | -57.2% | -45.6% |
| All | -43.3% | +14.6% | -57.8% | -45.6% |
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