+2,321.0%
ORCL vs TRI
+561.6%
+1,759.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +5.5% |
| 7D | +5.3% | -0.5% | +5.8% | +5.4% |
| 30D | +10.0% | +7.9% | +2.1% | +5.8% |
| 3M | -32.6% | +24.1% | -56.6% | -40.6% |
| 6M | +4.9% | +3.8% | +1.1% | -0.7% |
| YTD | -17.8% | -16.9% | -0.9% | -14.4% |
| 1Y | -28.0% | -38.4% | +10.4% | -14.4% |
| 3Y | +36.0% | -12.2% | +48.2% | +32.9% |
| 5Y | +88.7% | -1.8% | +90.5% | +73.0% |
| 10Y | +346.9% | +207.6% | +139.3% | +124.8% |
| All | +2,321.0% | +561.6% | +1,759.4% | +503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling