+258.5%
OKE vs TCOM
-9.8%
+268.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +1.2% | -4.9% | +6.1% | +2.3% |
| 30D | +4.5% | -14.4% | +18.9% | +7.9% |
| 3M | +9.6% | -17.7% | +27.3% | +13.6% |
| 6M | +15.4% | -25.1% | +40.5% | +21.7% |
| YTD | +36.5% | -45.7% | +82.2% | +53.5% |
| 1Y | +39.0% | -47.9% | +86.8% | +57.5% |
| 3Y | +74.3% | +8.9% | +65.4% | +56.5% |
| 5Y | +141.2% | +26.9% | +114.4% | +91.2% |
| All | +258.5% | -9.8% | +268.3% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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