+120.9%
OKE vs TSLQ
-97.2%
+218.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +0.9% |
| 7D | +1.2% | -6.6% | +7.8% | +0.9% |
| 30D | +4.5% | -24.3% | +28.8% | +3.2% |
| 3M | +9.6% | -3.6% | +13.2% | +10.2% |
| 6M | +15.4% | -12.0% | +27.3% | +15.9% |
| YTD | +36.5% | +1.4% | +35.1% | +39.0% |
| 1Y | +39.0% | -43.6% | +82.5% | +36.8% |
| 3Y | +74.3% | -95.4% | +169.7% | +58.9% |
| All | +120.9% | -97.2% | +218.1% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling