-13.5%
ORCL vs TEM
+90.1%
-103.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | -0.5% |
| 7D | -11.2% | +5.3% | -16.5% | -12.1% |
| 30D | -18.8% | +8.1% | -26.9% | -20.0% |
| 3M | -18.8% | +64.9% | -83.7% | -26.2% |
| 6M | -39.7% | +42.1% | -81.9% | -44.2% |
| YTD | -39.6% | +28.8% | -68.4% | -43.7% |
| 1Y | -51.7% | +5.5% | -57.2% | -53.9% |
| All | -13.5% | +90.1% | -103.7% | -25.3% |
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 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