+407.9%
ORCL vs TTMI
+504.4%
-96.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.8% | -5.8% | +1.3% |
| 7D | +5.3% | +5.9% | -0.6% | +4.0% |
| 30D | +10.0% | -4.3% | +14.3% | +10.6% |
| 3M | -32.6% | -32.0% | -0.5% | -28.0% |
| 6M | +4.9% | +19.5% | -14.5% | -2.5% |
| YTD | -17.8% | +82.0% | -99.8% | -30.8% |
| 1Y | -28.0% | +172.6% | -200.6% | -44.7% |
| 3Y | +36.0% | +744.7% | -708.6% | -18.7% |
| 5Y | +88.7% | +805.6% | -716.8% | +8.4% |
| 10Y | +346.9% | +1,057.6% | -710.7% | +129.6% |
| All | +407.9% | +504.4% | -96.5% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling