+92.1%
ORCL vs TPG
+92.2%
-0.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.5% |
| 7D | +5.3% | -2.4% | +7.7% | +6.3% |
| 30D | +10.0% | +11.1% | -1.1% | +5.7% |
| 3M | -32.6% | +26.3% | -58.8% | -38.3% |
| 6M | +4.9% | +18.3% | -13.4% | -1.9% |
| YTD | -17.8% | -14.4% | -3.3% | -14.3% |
| 1Y | -28.0% | -6.7% | -21.3% | -27.5% |
| 3Y | +36.0% | +111.5% | -75.4% | +6.4% |
| All | +92.1% | +92.2% | -0.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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