+363.4%
ORCL vs TTMI
+1,093.3%
-729.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.7% |
| 7D | +15.0% | +12.2% | +2.8% | +12.0% |
| 30D | +10.5% | -5.7% | +16.3% | +11.6% |
| 3M | -23.0% | -27.5% | +4.5% | -18.6% |
| 6M | +7.0% | +47.1% | -40.1% | -6.5% |
| YTD | -15.8% | +87.5% | -103.3% | -32.0% |
| 1Y | -31.1% | +175.2% | -206.3% | -49.9% |
| 3Y | +33.3% | +901.9% | -868.7% | -29.3% |
| 5Y | +94.3% | +843.5% | -749.2% | +1.2% |
| 10Y | +363.4% | +1,077.0% | -713.6% | +121.8% |
| All | +363.4% | +1,093.3% | -729.9% | +121.8% |
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