+258.5%
OKE vs TT
+961.2%
-702.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +1.2% | -1.2% | +2.4% | +1.9% |
| 30D | +4.5% | -7.3% | +11.8% | +8.7% |
| 3M | +9.6% | -3.6% | +13.2% | +10.6% |
| 6M | +15.4% | +2.8% | +12.6% | +10.6% |
| YTD | +36.5% | +14.5% | +22.0% | +21.8% |
| 1Y | +39.0% | +7.4% | +31.6% | +27.9% |
| 3Y | +74.3% | +116.2% | -41.9% | -2.4% |
| 5Y | +141.2% | +147.4% | -6.2% | +18.2% |
| All | +258.5% | +961.2% | -702.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling