-5.3%
ORCL vs TEM
+89.7%
-95.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.3% |
| 7D | +10.4% | +7.8% | +2.6% | +8.9% |
| 30D | -11.2% | +11.2% | -22.5% | -13.0% |
| 3M | -16.8% | +39.0% | -55.7% | -22.3% |
| 6M | -31.5% | +61.6% | -93.1% | -37.7% |
| YTD | -33.9% | +28.5% | -62.4% | -38.4% |
| 1Y | -43.3% | +6.7% | -50.0% | -45.9% |
| All | -5.3% | +89.7% | -95.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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