+258.5%
OKE vs TDG
+547.7%
-289.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.2% |
| 7D | +1.2% | -1.9% | +3.1% | +2.4% |
| 30D | +4.5% | -7.7% | +12.2% | +9.6% |
| 3M | +9.6% | -9.3% | +18.9% | +15.3% |
| 6M | +15.4% | -9.4% | +24.8% | +18.8% |
| YTD | +36.5% | -14.3% | +50.7% | +43.9% |
| 1Y | +39.0% | -11.8% | +50.8% | +43.2% |
| 3Y | +74.3% | +52.0% | +22.3% | +18.1% |
| 5Y | +141.2% | +128.8% | +12.4% | +16.1% |
| All | +258.5% | +547.7% | -289.2% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling