+141.6%
ORCL vs TW
+286.2%
-144.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -11.2% | +4.2% | -15.4% | -12.0% |
| 30D | -18.8% | +18.9% | -37.8% | -22.0% |
| 3M | -18.8% | +23.8% | -42.6% | -22.8% |
| 6M | -39.7% | +17.0% | -56.8% | -42.4% |
| YTD | -39.6% | +19.2% | -58.9% | -42.7% |
| 1Y | -51.7% | +20.1% | -71.8% | -54.4% |
| 3Y | +10.2% | +40.5% | -30.3% | -1.6% |
| 5Y | +30.8% | +38.0% | -7.2% | +14.9% |
| All | +141.6% | +286.2% | -144.6% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling