+29.8%
ORCL vs TMF
-87.8%
+117.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -6.9% |
| 7D | -17.5% | +2.7% | -20.2% | -17.6% |
| 30D | -20.2% | +19.3% | -39.5% | -20.8% |
| 3M | -19.9% | -3.7% | -16.3% | -19.9% |
| 6M | -37.4% | -11.3% | -26.1% | -37.2% |
| YTD | -40.1% | -16.6% | -23.5% | -39.8% |
| 1Y | -53.4% | -21.1% | -32.3% | -53.1% |
| 3Y | +10.4% | -26.8% | +37.2% | +10.7% |
| 5Y | +29.8% | -88.0% | +117.8% | +18.3% |
| All | +29.8% | -87.8% | +117.6% | +18.3% |
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