+24,538.0%
ORCL vs TFC
+2,478.0%
+22,060.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -11.2% | +1.2% | -12.4% | -11.6% |
| 30D | -18.8% | +8.3% | -27.2% | -21.1% |
| 3M | -18.8% | -5.2% | -13.6% | -17.7% |
| 6M | -39.7% | -0.8% | -38.9% | -40.1% |
| YTD | -39.6% | +3.4% | -43.1% | -41.2% |
| 1Y | -51.7% | +17.0% | -68.8% | -54.9% |
| 3Y | +10.2% | +86.2% | -75.9% | -13.2% |
| 5Y | +30.8% | -2.3% | +33.1% | +23.1% |
| 10Y | +252.1% | +93.9% | +158.2% | +142.9% |
| All | +24,538.0% | +2,478.0% | +22,060.1% | +8,779.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling