+368.8%
ORCL vs TNA
+74.0%
+294.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.4% |
| 7D | +10.9% | -3.6% | +14.5% | +11.8% |
| 30D | +7.0% | -10.1% | +17.1% | +9.5% |
| 3M | -21.2% | +2.7% | -23.9% | -21.8% |
| 6M | +7.4% | +38.4% | -31.0% | -0.4% |
| YTD | -16.3% | +45.4% | -61.7% | -23.4% |
| 1Y | -32.3% | +55.9% | -88.3% | -39.5% |
| 3Y | +32.6% | +109.8% | -77.3% | +4.7% |
| 5Y | +93.1% | -22.5% | +115.6% | +70.8% |
| 10Y | +368.8% | +87.5% | +281.2% | +179.2% |
| All | +368.8% | +74.0% | +294.8% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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