+146.5%
ORCL vs TSLQ
-97.3%
+243.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.0% | +10.3% | +1.2% |
| 7D | +15.0% | -8.6% | +23.6% | +13.8% |
| 30D | +10.5% | -24.9% | +35.4% | +6.9% |
| 3M | -23.0% | -1.5% | -21.5% | -21.1% |
| 6M | +7.0% | -18.1% | +25.1% | +8.6% |
| YTD | -15.8% | -0.1% | -15.7% | -11.6% |
| 1Y | -31.1% | -51.4% | +20.3% | -32.1% |
| 3Y | +33.3% | -95.9% | +129.2% | +16.0% |
| All | +146.5% | -97.3% | +243.7% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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