-41.6%
ORCL vs TRV
+43.0%
-84.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +2.0% | +5.9% | +9.8% |
| 30D | -4.0% | +6.7% | -10.7% | +1.7% |
| 3M | -19.5% | +9.4% | -28.8% | -12.7% |
| 6M | -33.5% | +37.7% | -71.2% | -6.4% |
| YTD | -34.8% | +40.6% | -75.4% | -9.3% |
| 1Y | -41.6% | +42.4% | -84.1% | -15.1% |
| All | -41.6% | +43.0% | -84.6% | -15.1% |
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