+94.3%
ORCL vs TRV
+156.0%
-61.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +15.0% | +0.5% | +14.5% | +15.0% |
| 30D | +10.5% | -4.9% | +15.4% | +11.0% |
| 3M | -23.0% | +23.7% | -46.8% | -25.1% |
| 6M | +7.0% | +20.3% | -13.3% | +4.4% |
| YTD | -15.8% | +27.1% | -42.9% | -18.8% |
| 1Y | -31.1% | +35.3% | -66.4% | -34.8% |
| 3Y | +33.3% | +139.8% | -106.5% | +4.3% |
| 5Y | +94.3% | +153.9% | -59.5% | +44.4% |
| All | +94.3% | +156.0% | -61.7% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling