+35.7%
OKE vs TMF
-30.5%
+66.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +0.7% |
| 7D | +5.4% | -9.3% | +14.6% | +3.3% |
| 30D | -1.3% | +1.9% | -3.3% | -0.8% |
| 3M | -2.0% | -11.2% | +9.2% | -4.9% |
| 6M | +3.4% | -17.7% | +21.1% | -0.8% |
| YTD | +28.2% | -24.5% | +52.6% | +20.6% |
| 1Y | +35.7% | -29.4% | +65.1% | +26.2% |
| All | +35.7% | -30.5% | +66.1% | +26.2% |
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