+85.0%
OKE vs TMF
-88.6%
+173.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | +5.4% | -9.3% | +14.6% | +5.1% |
| 30D | -1.3% | +1.9% | -3.3% | -1.3% |
| 3M | -2.0% | -11.2% | +9.2% | -2.3% |
| 6M | +3.4% | -17.7% | +21.1% | +3.0% |
| YTD | +28.2% | -24.5% | +52.6% | +27.5% |
| 1Y | +35.7% | -29.4% | +65.1% | +34.9% |
| 3Y | +61.0% | -33.4% | +94.4% | +60.0% |
| All | +85.0% | -88.6% | +173.6% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling