+258.5%
OKE vs TMF
-86.4%
+344.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | -5.1% | +6.3% | +0.7% |
| 30D | +4.5% | -4.6% | +9.1% | +4.1% |
| 3M | +9.6% | -16.6% | +26.2% | +7.9% |
| 6M | +15.4% | -19.9% | +35.2% | +13.3% |
| YTD | +36.5% | -20.2% | +56.6% | +34.0% |
| 1Y | +39.0% | -27.7% | +66.7% | +35.4% |
| 3Y | +74.3% | -43.9% | +118.2% | +67.9% |
| 5Y | +141.2% | -88.4% | +229.6% | +86.9% |
| All | +258.5% | -86.4% | +344.9% | +206.4% |
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