+1,374.9%
ORCL vs TLT
+129.8%
+1,245.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -6.8% |
| 7D | -17.5% | +0.5% | -18.0% | -17.3% |
| 30D | -20.2% | +6.0% | -26.2% | -18.1% |
| 3M | -19.9% | -0.9% | -19.0% | -20.2% |
| 6M | -37.4% | -2.6% | -34.8% | -38.2% |
| YTD | -40.1% | -3.1% | -37.0% | -41.0% |
| 1Y | -53.4% | -4.4% | -49.0% | -54.3% |
| 3Y | +10.4% | +5.5% | +5.0% | +13.7% |
| 5Y | +29.8% | -34.7% | +64.5% | +3.2% |
| 10Y | +249.2% | -17.6% | +266.8% | +231.2% |
| All | +1,374.9% | +129.8% | +1,245.1% | +4,015.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling