+277.8%
ORCL vs TT
+748.9%
-471.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.9% | +8.4% |
| 7D | +3.8% | +3.5% | +0.3% | +2.2% |
| 30D | -6.6% | -11.0% | +4.5% | -1.6% |
| 3M | -11.4% | -12.0% | +0.6% | -6.3% |
| 6M | -33.3% | -10.4% | -22.9% | -30.4% |
| YTD | -33.3% | +9.9% | -43.2% | -37.5% |
| 1Y | -44.9% | +1.5% | -46.4% | -46.5% |
| 3Y | +17.6% | +93.7% | -76.1% | -14.1% |
| 5Y | +46.1% | +139.2% | -93.2% | -5.1% |
| 10Y | +277.8% | +741.5% | -463.7% | +44.7% |
| All | +277.8% | +748.9% | -471.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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