+16.3%
ORCL vs TLN
+678.8%
-662.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -6.5% | +1.1% | -7.6% | -7.0% |
| 30D | -16.6% | -4.6% | -12.0% | -15.4% |
| 3M | -21.6% | +5.2% | -26.8% | -23.3% |
| 6M | -39.4% | -6.5% | -32.8% | -38.9% |
| YTD | -38.7% | -3.6% | -35.0% | -39.9% |
| 1Y | -50.4% | -8.2% | -42.1% | -50.7% |
| 3Y | +8.1% | +559.7% | -551.6% | -26.6% |
| All | +16.3% | +678.8% | -662.6% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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