+237.0%
ORCL vs TW
+211.4%
+25.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.0% |
| 7D | +15.0% | -3.5% | +18.5% | +15.9% |
| 30D | +10.5% | +0.5% | +10.0% | +10.3% |
| 3M | -23.0% | +4.9% | -27.9% | -24.5% |
| 6M | +7.0% | -17.1% | +24.1% | +11.1% |
| YTD | -15.8% | -3.9% | -12.0% | -16.1% |
| 1Y | -31.1% | -13.3% | -17.8% | -29.6% |
| 3Y | +33.3% | +20.9% | +12.4% | +22.8% |
| 5Y | +94.3% | +20.5% | +73.8% | +75.8% |
| All | +237.0% | +211.4% | +25.5% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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