+939.9%
ORCL vs TMF
-68.9%
+1,008.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.1% |
| 7D | +5.3% | -1.4% | +6.7% | +5.1% |
| 30D | +10.0% | -2.8% | +12.8% | +9.6% |
| 3M | -32.6% | -10.9% | -21.7% | -33.4% |
| 6M | +4.9% | -21.3% | +26.3% | +2.2% |
| YTD | -17.8% | -15.9% | -1.9% | -19.2% |
| 1Y | -28.0% | -15.7% | -12.2% | -29.2% |
| 3Y | +36.0% | -43.4% | +79.4% | +29.8% |
| 5Y | +88.7% | -87.8% | +176.5% | +47.3% |
| 10Y | +346.9% | -86.7% | +433.6% | +280.2% |
| All | +939.9% | -68.9% | +1,008.8% | +1,132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling