+35.5%
ORCL vs TRI
-0.6%
+36.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +4.0% |
| 7D | +0.5% | -11.4% | +11.9% | +2.8% |
| 30D | -15.3% | +4.9% | -20.2% | -17.5% |
| 3M | -18.2% | +7.0% | -25.3% | -21.4% |
| 6M | -38.4% | +18.2% | -56.6% | -43.7% |
| YTD | -37.7% | -14.8% | -22.9% | -36.4% |
| 1Y | -49.3% | -18.0% | -31.3% | -47.5% |
| 3Y | +10.6% | -12.0% | +22.6% | +0.2% |
| 5Y | +35.5% | -0.8% | +36.3% | +5.9% |
| All | +35.5% | -0.6% | +36.1% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling