-28.0%
ORCL vs TKO
+1.2%
-29.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.2% |
| 7D | +5.3% | +0.7% | +4.5% | +5.2% |
| 30D | +10.0% | +1.6% | +8.4% | +9.8% |
| 3M | -32.6% | -7.8% | -24.8% | -32.5% |
| 6M | +4.9% | -13.3% | +18.2% | +3.3% |
| YTD | -17.8% | -10.3% | -7.5% | -18.5% |
| 1Y | -28.0% | -0.6% | -27.4% | -26.3% |
| All | -28.0% | +1.2% | -29.2% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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