+346.9%
ORCL vs TT
+887.4%
-540.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.7% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +10.0% | -7.2% | +17.1% | +13.6% |
| 3M | -32.6% | -3.0% | -29.6% | -32.0% |
| 6M | +4.9% | +1.4% | +3.6% | +2.9% |
| YTD | -17.8% | +15.9% | -33.6% | -24.7% |
| 1Y | -28.0% | +9.4% | -37.4% | -32.4% |
| 3Y | +36.0% | +124.4% | -88.4% | -6.9% |
| 5Y | +88.7% | +138.0% | -49.3% | +23.0% |
| All | +346.9% | +887.4% | -540.5% | +61.7% |
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