+35.3%
OKE vs TSLQ
-50.5%
+85.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | -0.8% |
| 7D | +0.7% | -5.8% | +6.5% | +0.9% |
| 30D | +9.4% | -22.1% | +31.5% | +10.3% |
| 3M | +8.6% | +10.1% | -1.5% | +7.8% |
| 6M | +15.3% | -6.8% | +22.1% | +15.1% |
| YTD | +34.8% | +8.5% | +26.2% | +35.2% |
| 1Y | +35.3% | -49.7% | +85.0% | +36.0% |
| All | +35.3% | -50.5% | +85.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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