+35.3%
OKE vs TLN
-17.2%
+52.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | 0.0% |
| 7D | +0.7% | +7.1% | -6.3% | +1.3% |
| 30D | +9.4% | -3.9% | +13.3% | +9.1% |
| 3M | +8.6% | -16.2% | +24.7% | +7.3% |
| 6M | +15.3% | -5.8% | +21.1% | +15.5% |
| YTD | +34.8% | -15.4% | +50.2% | +34.0% |
| 1Y | +35.3% | -16.7% | +51.9% | +39.2% |
| All | +35.3% | -17.2% | +52.4% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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