-28.0%
ORCL vs TLT
-1.2%
-26.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.9% |
| 7D | +5.3% | -0.4% | +5.7% | +5.6% |
| 30D | +10.0% | -0.6% | +10.5% | +10.5% |
| 3M | -32.6% | -2.7% | -29.9% | -31.1% |
| 6M | +4.9% | -5.6% | +10.6% | +8.6% |
| YTD | -17.8% | -2.8% | -15.0% | -16.9% |
| 1Y | -28.0% | -1.4% | -26.5% | -31.5% |
| All | -28.0% | -1.2% | -26.8% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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