+246.0%
ORCL vs TNA
+53.9%
+192.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.1% |
| 7D | -6.5% | -0.5% | -6.0% | -6.5% |
| 30D | -16.6% | -0.7% | -15.8% | -16.5% |
| 3M | -21.6% | -21.5% | -0.1% | -17.3% |
| 6M | -39.4% | -11.2% | -28.1% | -37.9% |
| YTD | -38.7% | +27.0% | -65.6% | -42.2% |
| 1Y | -50.4% | +28.0% | -78.4% | -53.4% |
| 3Y | +8.1% | +142.9% | -134.8% | -16.4% |
| 5Y | +34.5% | -42.6% | +77.1% | +27.2% |
| 10Y | +246.0% | +53.3% | +192.8% | +117.5% |
| All | +246.0% | +53.9% | +192.1% | +117.5% |
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