+10.2%
ORCL vs TTMI
+355.9%
-345.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | -1.0% |
| 7D | -11.2% | -19.8% | +8.7% | -6.0% |
| 30D | -18.8% | -48.1% | +29.3% | -5.4% |
| 3M | -18.8% | -51.2% | +32.4% | -4.5% |
| 6M | -39.7% | -59.6% | +19.9% | -27.5% |
| YTD | -39.6% | -3.6% | -36.0% | -46.7% |
| 1Y | -51.7% | -2.3% | -49.4% | -58.2% |
| 3Y | +10.2% | +369.4% | -359.1% | -43.2% |
| All | +10.2% | +355.9% | -345.6% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling