+55.9%
ORCL vs TLN
+583.6%
-527.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.0% |
| 7D | +5.3% | +7.1% | -1.8% | +3.2% |
| 30D | +10.0% | -3.9% | +13.9% | +11.0% |
| 3M | -32.6% | -16.2% | -16.4% | -29.4% |
| 6M | +4.9% | -5.8% | +10.7% | +5.3% |
| YTD | -17.8% | -15.4% | -2.3% | -15.8% |
| 1Y | -28.0% | -16.7% | -11.3% | -25.9% |
| 3Y | +36.0% | +473.8% | -437.7% | -4.1% |
| All | +55.9% | +583.6% | -527.7% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling