+117.8%
ORCL vs TSLL
-57.4%
+175.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -11.8% | +14.9% | +4.5% |
| 7D | +5.3% | +1.9% | +3.4% | +4.8% |
| 30D | +10.0% | +17.8% | -7.8% | +7.4% |
| 3M | -32.6% | -37.0% | +4.4% | -29.9% |
| 6M | +4.9% | -37.7% | +42.6% | +8.3% |
| YTD | -17.8% | -51.4% | +33.6% | -13.0% |
| 1Y | -28.0% | -23.4% | -4.6% | -28.0% |
| 3Y | +36.0% | -30.8% | +66.8% | +22.7% |
| All | +117.8% | -57.4% | +175.2% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling