+275.4%
ORCL vs TT
+737.0%
-461.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.4% | +8.1% | +2.3% | +6.6% |
| 30D | -11.2% | -11.3% | +0.1% | -6.4% |
| 3M | -16.8% | -11.2% | -5.6% | -12.3% |
| 6M | -31.5% | -8.9% | -22.6% | -29.1% |
| YTD | -33.9% | +9.7% | -43.6% | -38.1% |
| 1Y | -43.3% | +1.3% | -44.5% | -44.8% |
| 3Y | +16.5% | +93.4% | -76.9% | -14.9% |
| 5Y | +45.4% | +133.5% | -88.1% | -4.6% |
| All | +275.4% | +737.0% | -461.6% | +43.6% |
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