+13.8%
ORCL vs TFC
+97.5%
-83.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +8.0% | +2.3% | +5.7% | +7.5% |
| 30D | -4.0% | +10.8% | -14.8% | -6.2% |
| 3M | -19.5% | -3.8% | -15.7% | -18.8% |
| 6M | -33.5% | +9.6% | -43.0% | -35.4% |
| YTD | -34.8% | +5.8% | -40.6% | -36.6% |
| 1Y | -41.6% | +16.2% | -57.8% | -45.0% |
| 3Y | +13.8% | +96.0% | -82.2% | -14.6% |
| All | +13.8% | +97.5% | -83.8% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling