+137.0%
OKE vs TTMI
+830.4%
-693.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.4% | +0.6% |
| 7D | +1.2% | +0.7% | +0.6% | +1.2% |
| 30D | +4.5% | -8.4% | +12.9% | +5.2% |
| 3M | +9.6% | -32.5% | +42.1% | +13.6% |
| 6M | +15.4% | +32.5% | -17.1% | +7.0% |
| YTD | +36.5% | +83.2% | -46.8% | +17.9% |
| 1Y | +39.0% | +161.7% | -122.7% | +9.7% |
| 3Y | +74.3% | +890.1% | -815.8% | -2.6% |
| All | +137.0% | +830.4% | -693.3% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling