-43.3%
ORCL vs TT
+0.9%
-44.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.4% | +8.1% | +2.3% | +8.3% |
| 30D | -11.2% | -11.3% | +0.1% | -9.3% |
| 3M | -16.8% | -11.2% | -5.6% | -15.3% |
| 6M | -31.5% | -8.9% | -22.6% | -30.3% |
| YTD | -33.9% | +9.7% | -43.6% | -35.9% |
| 1Y | -43.3% | +1.3% | -44.5% | -46.3% |
| All | -43.3% | +0.9% | -44.2% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling