+1,932.5%
OKE vs TDG
+13,008.0%
-11,075.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.3% |
| 7D | +1.2% | -1.9% | +3.1% | +2.2% |
| 30D | +4.5% | -7.7% | +12.2% | +8.9% |
| 3M | +9.6% | -9.3% | +18.9% | +14.5% |
| 6M | +15.4% | -9.4% | +24.8% | +18.4% |
| YTD | +36.5% | -14.3% | +50.7% | +43.0% |
| 1Y | +39.0% | -11.8% | +50.8% | +42.9% |
| 3Y | +74.3% | +52.0% | +22.3% | +28.9% |
| 5Y | +141.2% | +128.8% | +12.4% | +37.6% |
| 10Y | +262.1% | +543.8% | -281.7% | +28.8% |
| All | +1,932.5% | +13,008.0% | -11,075.5% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling