+16.5%
ORCL vs TSLQ
-97.0%
+113.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.8% | +14.6% | +7.9% |
| 7D | +3.8% | -7.3% | +11.1% | +3.4% |
| 30D | -6.6% | -13.2% | +6.7% | -7.5% |
| 3M | -11.4% | -37.6% | +26.2% | -15.4% |
| 6M | -33.3% | -9.3% | -24.0% | -31.2% |
| YTD | -33.3% | -19.1% | -14.2% | -31.0% |
| 1Y | -44.9% | -27.2% | -17.7% | -43.4% |
| All | +16.5% | -97.0% | +113.6% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling