+36.6%
OKE vs TDG
-6.8%
+43.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -3.2% |
| 7D | -9.0% | +1.1% | -10.1% | -8.6% |
| 30D | -2.3% | +7.8% | -10.0% | -0.4% |
| 3M | 0.0% | -5.2% | +5.2% | -1.4% |
| 6M | -2.0% | -0.2% | -1.8% | -1.5% |
| YTD | +23.2% | -10.6% | +33.7% | +17.7% |
| 1Y | +36.6% | -6.1% | +42.7% | +27.6% |
| All | +36.6% | -6.8% | +43.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling