+244.8%
ORCL vs TMF
-84.4%
+329.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -11.2% | +1.2% | -12.4% | -11.1% |
| 30D | -18.8% | +19.7% | -38.6% | -18.1% |
| 3M | -18.8% | -2.1% | -16.7% | -18.8% |
| 6M | -39.7% | -13.4% | -26.3% | -40.2% |
| YTD | -39.6% | -16.7% | -22.9% | -40.2% |
| 1Y | -51.7% | -23.3% | -28.4% | -52.4% |
| 3Y | +10.2% | -24.8% | +35.1% | +9.9% |
| 5Y | +30.8% | -88.0% | +118.9% | +6.9% |
| All | +244.8% | -84.4% | +329.2% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling