+140.8%
ORCL vs TSLQ
-97.0%
+237.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.0% | -8.9% | +4.8% |
| 7D | +5.3% | -5.8% | +11.0% | +4.7% |
| 30D | +10.0% | -22.1% | +32.1% | +6.9% |
| 3M | -32.6% | +10.1% | -42.6% | -29.6% |
| 6M | +4.9% | -6.8% | +11.7% | +8.4% |
| YTD | -17.8% | +8.5% | -26.3% | -12.6% |
| 1Y | -28.0% | -49.7% | +21.7% | -28.7% |
| 3Y | +36.0% | -95.6% | +131.7% | +19.5% |
| All | +140.8% | -97.0% | +237.8% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling