-49.6%
ORCL vs TLN
-8.1%
-41.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.2% | -4.1% | +0.7% |
| 7D | +0.5% | +9.1% | -8.6% | -2.6% |
| 30D | -15.3% | -4.1% | -11.2% | -14.3% |
| 3M | -18.2% | +4.4% | -22.7% | -19.9% |
| 6M | -38.4% | -6.0% | -32.4% | -38.4% |
| YTD | -37.7% | -3.1% | -34.6% | -39.8% |
| All | -49.6% | -8.1% | -41.5% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling