+242.9%
OKE vs TMF
-82.1%
+325.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +0.9% |
| 7D | +5.4% | -9.3% | +14.6% | +4.4% |
| 30D | -1.3% | +1.9% | -3.3% | -1.1% |
| 3M | -2.0% | -11.2% | +9.2% | -3.1% |
| 6M | +3.4% | -17.7% | +21.1% | +1.7% |
| YTD | +28.2% | -24.5% | +52.6% | +25.3% |
| 1Y | +35.7% | -29.4% | +65.1% | +31.8% |
| 3Y | +61.0% | -33.4% | +94.4% | +58.1% |
| 5Y | +85.8% | -88.7% | +174.5% | +42.2% |
| All | +242.9% | -82.1% | +325.0% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling