+2,098.8%
OKE vs TMF
-68.9%
+2,167.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +0.7% | -1.4% | +2.1% | +0.5% |
| 30D | +9.4% | -2.8% | +12.2% | +9.0% |
| 3M | +8.6% | -10.9% | +19.5% | +7.0% |
| 6M | +15.3% | -21.3% | +36.6% | +12.0% |
| YTD | +34.8% | -15.9% | +50.7% | +32.2% |
| 1Y | +35.3% | -15.7% | +51.0% | +33.0% |
| 3Y | +69.5% | -43.4% | +112.8% | +60.7% |
| 5Y | +135.2% | -87.8% | +222.9% | +76.3% |
| 10Y | +261.7% | -86.7% | +348.5% | +198.1% |
| All | +2,098.8% | -68.9% | +2,167.7% | +2,465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling