+59.9%
ORCL vs TSLL
-58.7%
+118.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.6% | -7.8% | -0.3% |
| 7D | -11.2% | -21.2% | +10.1% | -8.7% |
| 30D | -18.8% | -13.3% | -5.5% | -17.7% |
| 3M | -18.8% | +15.4% | -34.2% | -20.8% |
| 6M | -39.7% | -34.2% | -5.5% | -38.2% |
| YTD | -39.6% | -52.9% | +13.3% | -36.2% |
| 1Y | -51.7% | -54.3% | +2.6% | -49.0% |
| 3Y | +10.2% | -18.4% | +28.6% | -2.0% |
| All | +59.9% | -58.7% | +118.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling