-37.4%
ORCL vs TFC
+2.4%
-39.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -7.4% |
| 7D | -17.5% | +1.1% | -18.5% | -17.0% |
| 30D | -20.2% | +7.8% | -27.9% | -18.9% |
| 3M | -19.9% | -4.8% | -15.2% | -20.2% |
| 6M | -37.4% | +1.8% | -39.3% | -36.8% |
| All | -37.4% | +2.4% | -39.8% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling