-43.3%
ORCL vs TLT
-7.2%
-36.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | +10.4% | -2.7% | +13.1% | +11.9% |
| 30D | -11.2% | +2.2% | -13.4% | -13.6% |
| 3M | -16.8% | -1.7% | -15.0% | -15.6% |
| 6M | -31.5% | -4.0% | -27.5% | -29.6% |
| YTD | -33.9% | -4.9% | -29.0% | -32.5% |
| 1Y | -43.3% | -7.4% | -35.9% | -42.3% |
| All | -43.3% | -7.2% | -36.0% | -42.3% |
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