+32.7%
ORCL vs TT
+124.4%
-91.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.8% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +10.0% | -7.4% | +17.3% | +14.2% |
| 3M | -32.6% | -3.2% | -29.4% | -31.9% |
| 6M | +4.9% | +1.1% | +3.8% | +2.4% |
| YTD | -17.8% | +15.6% | -33.4% | -26.6% |
| 1Y | -28.0% | +9.2% | -37.2% | -33.6% |
| All | +32.7% | +124.4% | -91.8% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling