-6.7%
ORCL vs TEM
+79.0%
-85.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.7% | +4.3% | -0.5% |
| 7D | +8.0% | -5.9% | +13.8% | +8.9% |
| 30D | -4.0% | +4.8% | -8.8% | -5.0% |
| 3M | -19.5% | +31.9% | -51.3% | -24.2% |
| 6M | -33.5% | +56.0% | -89.5% | -39.2% |
| YTD | -34.8% | +21.3% | -56.1% | -38.7% |
| 1Y | -41.6% | +5.4% | -47.0% | -44.2% |
| All | -6.7% | +79.0% | -85.7% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling