+30.6%
ORCL vs TFC
-2.5%
+33.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -11.2% | +1.2% | -12.4% | -11.5% |
| 30D | -18.8% | +8.3% | -27.2% | -20.4% |
| 3M | -18.8% | -5.2% | -13.6% | -18.0% |
| 6M | -39.7% | -0.8% | -38.9% | -40.0% |
| YTD | -39.6% | +3.4% | -43.1% | -40.8% |
| 1Y | -51.7% | +17.0% | -68.8% | -54.3% |
| 3Y | +10.2% | +86.2% | -75.9% | -8.5% |
| All | +30.6% | -2.5% | +33.1% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling