+91.4%
ORCL vs TMF
-87.5%
+179.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.1% |
| 7D | +5.3% | -1.4% | +6.7% | +5.3% |
| 30D | +10.0% | -2.8% | +12.8% | +10.1% |
| 3M | -32.6% | -10.9% | -21.7% | -32.4% |
| 6M | +4.9% | -21.3% | +26.3% | +5.5% |
| YTD | -17.8% | -15.9% | -1.9% | -17.4% |
| 1Y | -28.0% | -15.7% | -12.2% | -27.7% |
| 3Y | +36.0% | -43.4% | +79.4% | +36.4% |
| All | +91.4% | -87.5% | +179.0% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling