+251.6%
ORCL vs TTMI
+476.8%
-225.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +13.3% | -10.1% | 0.0% |
| 7D | +0.5% | -1.6% | +2.1% | +0.5% |
| 30D | -15.3% | -37.7% | +22.5% | -6.8% |
| 3M | -18.2% | -45.1% | +26.9% | -7.9% |
| 6M | -38.4% | -52.1% | +13.7% | -29.8% |
| YTD | -37.7% | +9.2% | -46.9% | -44.2% |
| 1Y | -49.3% | +12.9% | -62.2% | -55.3% |
| 3Y | +10.6% | +445.5% | -434.8% | -34.8% |
| 5Y | +35.5% | +427.9% | -392.4% | -22.3% |
| 10Y | +251.6% | +449.9% | -198.3% | +86.9% |
| All | +251.6% | +476.8% | -225.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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