+251.6%
ORCL vs TT
+782.6%
-531.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +1.0% |
| 7D | +0.5% | +1.7% | -1.3% | -0.2% |
| 30D | -15.3% | -11.8% | -3.5% | -10.4% |
| 3M | -18.2% | -12.6% | -5.6% | -13.3% |
| 6M | -38.4% | -9.4% | -29.1% | -36.2% |
| YTD | -37.7% | +8.8% | -46.5% | -41.4% |
| 1Y | -49.3% | -2.5% | -46.7% | -49.8% |
| 3Y | +10.6% | +95.7% | -85.0% | -19.6% |
| 5Y | +35.5% | +135.7% | -100.2% | -11.4% |
| 10Y | +251.6% | +750.6% | -499.0% | +34.8% |
| All | +251.6% | +782.6% | -531.0% | +34.8% |
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