-49.6%
ORCL vs TEM
+11.3%
-60.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.0% | -7.9% | -0.1% |
| 7D | +0.5% | +7.6% | -7.1% | -1.9% |
| 30D | -15.3% | +19.0% | -34.3% | -20.1% |
| 3M | -18.2% | +62.2% | -80.4% | -33.2% |
| 6M | -38.4% | +69.4% | -107.8% | -51.5% |
| YTD | -37.7% | +43.0% | -80.7% | -49.5% |
| All | -49.6% | +11.3% | -60.9% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling