+44.6%
OKE vs TMF
-23.9%
+68.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -3.1% |
| 7D | -5.2% | +4.0% | -9.2% | -4.5% |
| 30D | +1.1% | +19.5% | -18.3% | +5.1% |
| 3M | +2.2% | -3.5% | +5.7% | +0.9% |
| 6M | 0.0% | -10.6% | +10.6% | -2.4% |
| YTD | +26.5% | -17.1% | +43.6% | +21.7% |
| 1Y | +44.6% | -24.3% | +68.9% | +37.2% |
| All | +44.6% | -23.9% | +68.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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