-49.5%
ORCL vs TRV
+54.4%
-103.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | +1.0% |
| 7D | -14.4% | +3.9% | -18.3% | -11.4% |
| 30D | -12.8% | +13.5% | -26.3% | -2.6% |
| 3M | -14.8% | +8.9% | -23.7% | -7.9% |
| 6M | -30.9% | +36.8% | -67.6% | -3.7% |
| YTD | -35.7% | +42.7% | -78.4% | -9.0% |
| 1Y | -49.5% | +49.9% | -99.3% | -19.6% |
| All | -49.5% | +54.4% | -103.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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