+577.9%
ORCL vs TRGP
+2,231.3%
-1,653.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +5.3% | +0.8% | +4.5% | +5.1% |
| 30D | +10.0% | +11.5% | -1.5% | +8.1% |
| 3M | -32.6% | +9.0% | -41.6% | -33.7% |
| 6M | +4.9% | +20.5% | -15.6% | +1.5% |
| YTD | -17.8% | +59.5% | -77.3% | -23.8% |
| 1Y | -28.0% | +77.9% | -105.9% | -34.6% |
| 3Y | +36.0% | +253.6% | -217.6% | +12.3% |
| 5Y | +88.7% | +615.5% | -526.7% | +40.4% |
| 10Y | +346.9% | +897.1% | -550.2% | +192.5% |
| All | +577.9% | +2,231.3% | -1,653.4% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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