-50.4%
ORCL vs TLT
-5.8%
-44.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.8% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | -16.6% | +3.7% | -20.3% | -19.4% |
| 3M | -21.6% | -0.7% | -20.9% | -20.9% |
| 6M | -39.4% | -4.2% | -35.2% | -37.7% |
| YTD | -38.7% | -4.0% | -34.7% | -37.7% |
| 1Y | -50.4% | -5.8% | -44.5% | -50.2% |
| All | -50.4% | -5.8% | -44.6% | -50.2% |
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