+44.6%
OKE vs TTMI
+9.6%
+35.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -10.1% | +6.5% | -3.7% |
| 7D | -5.2% | -19.2% | +13.9% | -5.5% |
| 30D | +1.1% | -44.9% | +46.0% | +0.3% |
| 3M | +2.2% | -44.7% | +47.0% | +1.3% |
| 6M | 0.0% | -53.4% | +53.4% | -0.8% |
| YTD | +26.5% | +6.3% | +20.2% | +25.6% |
| 1Y | +44.6% | +10.7% | +33.9% | +43.8% |
| All | +44.6% | +9.6% | +35.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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