+251.6%
ORCL vs TLT
-14.3%
+265.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.1% | +3.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | -15.3% | +5.1% | -20.4% | -14.6% |
| 3M | -18.2% | -0.2% | -18.0% | -18.2% |
| 6M | -38.4% | -2.9% | -35.5% | -38.7% |
| YTD | -37.7% | -2.7% | -35.0% | -38.0% |
| 1Y | -49.3% | -4.6% | -44.7% | -49.7% |
| 3Y | +10.6% | +6.1% | +4.5% | +12.7% |
| 5Y | +35.5% | -35.1% | +70.6% | +14.5% |
| 10Y | +251.6% | -12.5% | +264.1% | +236.9% |
| All | +251.6% | -14.3% | +265.9% | +236.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling