+657.0%
ORCL vs TMF
-69.1%
+726.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -6.9% |
| 7D | -17.5% | +2.7% | -20.2% | -17.2% |
| 30D | -20.2% | +19.3% | -39.5% | -18.5% |
| 3M | -19.9% | -3.7% | -16.3% | -20.2% |
| 6M | -37.4% | -11.3% | -26.1% | -38.2% |
| YTD | -40.1% | -16.6% | -23.5% | -41.2% |
| 1Y | -53.4% | -21.1% | -32.3% | -54.5% |
| 3Y | +10.4% | -26.8% | +37.2% | +8.8% |
| 5Y | +29.8% | -88.0% | +117.8% | +0.8% |
| 10Y | +249.2% | -84.7% | +333.9% | +204.7% |
| All | +657.0% | -69.1% | +726.1% | +797.4% |
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 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