+139.2%
OKE vs TMF
-88.1%
+227.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.8% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | +6.1% | -1.0% | +7.0% | +6.1% |
| 3M | +10.4% | -11.3% | +21.7% | +10.2% |
| 6M | +14.2% | -22.7% | +36.9% | +13.7% |
| YTD | +35.3% | -17.3% | +52.7% | +34.9% |
| 1Y | +40.6% | -22.5% | +63.1% | +40.1% |
| 3Y | +72.2% | -43.2% | +115.4% | +70.7% |
| All | +139.2% | -88.1% | +227.3% | +107.4% |
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 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