-30.9%
ORCL vs TSLL
-19.2%
-11.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -0.7% |
| 7D | -14.4% | -9.4% | -5.0% | -12.8% |
| 30D | -12.8% | +1.6% | -14.4% | -13.4% |
| 3M | -14.8% | +29.4% | -44.2% | -19.8% |
| 6M | -30.9% | -20.1% | -10.7% | -29.2% |
| All | -30.9% | -19.2% | -11.7% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling