+10.2%
ORCL vs TLN
+538.9%
-528.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | -1.4% |
| 7D | -11.2% | -1.3% | -9.8% | -10.8% |
| 30D | -18.8% | -10.5% | -8.3% | -15.9% |
| 3M | -18.8% | +0.1% | -18.9% | -19.2% |
| 6M | -39.7% | -17.4% | -22.3% | -37.0% |
| YTD | -39.6% | -9.7% | -30.0% | -39.6% |
| 1Y | -51.7% | -12.3% | -39.5% | -51.3% |
| 3Y | +10.2% | +528.3% | -518.0% | -27.5% |
| All | +10.2% | +538.9% | -528.7% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling