+91.4%
ORCL vs TLT
-33.4%
+124.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.3% | -0.4% | +5.7% | +5.3% |
| 30D | +10.0% | -0.6% | +10.5% | +10.0% |
| 3M | -32.6% | -2.7% | -29.9% | -32.4% |
| 6M | +4.9% | -5.6% | +10.6% | +5.4% |
| YTD | -17.8% | -2.8% | -15.0% | -17.6% |
| 1Y | -28.0% | -1.4% | -26.5% | -27.9% |
| 3Y | +36.0% | -1.6% | +37.6% | +35.8% |
| All | +91.4% | -33.4% | +124.9% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling