+10.2%
ORCL vs TLT
+6.1%
+4.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | +0.1% | -11.2% | -11.2% |
| 30D | -18.8% | +6.2% | -25.0% | -20.1% |
| 3M | -18.8% | -0.3% | -18.4% | -18.7% |
| 6M | -39.7% | -3.4% | -36.4% | -39.3% |
| YTD | -39.6% | -3.1% | -36.5% | -39.3% |
| 1Y | -51.7% | -5.2% | -46.5% | -51.3% |
| 3Y | +10.2% | +6.5% | +3.8% | +5.9% |
| All | +10.2% | +6.1% | +4.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling