-50.4%
ORCL vs TRV
+46.1%
-96.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.3% |
| 7D | -6.5% | +1.4% | -7.9% | -5.3% |
| 30D | -16.6% | +8.7% | -25.2% | -10.2% |
| 3M | -21.6% | +7.1% | -28.7% | -16.5% |
| 6M | -39.4% | +35.5% | -74.9% | -15.8% |
| YTD | -38.7% | +39.7% | -78.4% | -14.9% |
| 1Y | -50.4% | +44.1% | -94.4% | -23.6% |
| All | -50.4% | +46.1% | -96.5% | -23.6% |
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