+246.0%
ORCL vs TRI
+222.0%
+24.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | -1.6% | -4.9% | -6.3% |
| 30D | -16.6% | +5.0% | -21.6% | -19.1% |
| 3M | -21.6% | +4.6% | -26.2% | -24.6% |
| 6M | -39.4% | +18.3% | -57.7% | -45.5% |
| YTD | -38.7% | -14.7% | -23.9% | -37.7% |
| 1Y | -50.4% | -16.7% | -33.7% | -49.2% |
| 3Y | +8.1% | -11.3% | +19.4% | +2.3% |
| 5Y | +34.5% | -0.6% | +35.1% | +18.5% |
| 10Y | +246.0% | +220.2% | +25.8% | +81.2% |
| All | +246.0% | +222.0% | +24.0% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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