+270.3%
ORCL vs TPR
+364.3%
-94.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +8.0% | -0.3% | +8.3% | +8.0% |
| 30D | -4.0% | +15.1% | -19.1% | -7.1% |
| 3M | -19.5% | +3.5% | -23.0% | -20.5% |
| 6M | -33.5% | +0.4% | -33.9% | -34.5% |
| YTD | -34.8% | +4.6% | -39.4% | -37.0% |
| 1Y | -41.6% | +33.1% | -74.7% | -46.8% |
| 3Y | +13.8% | +396.0% | -382.2% | -24.5% |
| 5Y | +43.4% | +230.3% | -186.9% | +1.1% |
| All | +270.3% | +364.3% | -94.0% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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