+32.7%
ORCL vs TTMI
+746.9%
-714.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.8% | -5.8% | +0.9% |
| 7D | +5.3% | +5.9% | -0.6% | +3.8% |
| 30D | +10.0% | -4.3% | +14.3% | +10.6% |
| 3M | -32.6% | -32.0% | -0.5% | -27.4% |
| 6M | +4.9% | +19.5% | -14.5% | -5.6% |
| YTD | -17.8% | +82.0% | -99.8% | -36.7% |
| 1Y | -28.0% | +172.6% | -200.6% | -52.8% |
| All | +32.7% | +746.9% | -714.3% | -41.3% |
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