+72.7%
OKE vs TT
+118.5%
-45.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | 0.0% | -1.0% | +0.9% | +0.1% |
| 30D | +4.6% | -8.9% | +13.5% | +6.2% |
| 3M | +6.9% | -1.8% | +8.8% | +6.8% |
| 6M | +15.8% | +1.9% | +13.9% | +14.0% |
| YTD | +35.2% | +13.8% | +21.4% | +28.9% |
| 1Y | +37.6% | +6.1% | +31.4% | +33.4% |
| All | +72.7% | +118.5% | -45.8% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling