-41.6%
ORCL vs TRI
-17.3%
-24.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | -2.9% | +10.9% | +8.2% |
| 30D | -4.0% | +3.7% | -7.7% | -5.5% |
| 3M | -19.5% | +3.7% | -23.2% | -21.0% |
| 6M | -33.5% | +35.1% | -68.6% | -39.8% |
| YTD | -34.8% | -14.0% | -20.8% | -38.8% |
| 1Y | -41.6% | -19.0% | -22.7% | -46.9% |
| All | -41.6% | -17.3% | -24.3% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling