+10.6%
ORCL vs TLN
+563.3%
-552.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.2% | -4.1% | +0.9% |
| 7D | +0.5% | +9.1% | -8.6% | -2.4% |
| 30D | -15.3% | -4.1% | -11.2% | -14.3% |
| 3M | -18.2% | +4.4% | -22.7% | -19.8% |
| 6M | -38.4% | -6.0% | -32.4% | -38.1% |
| YTD | -37.7% | -3.1% | -34.6% | -39.1% |
| 1Y | -49.3% | -6.1% | -43.2% | -50.0% |
| 3Y | +10.6% | +575.3% | -564.7% | -30.3% |
| All | +10.6% | +563.3% | -552.6% | -30.3% |
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