+6.4%
OXY vs TCOM
-9.8%
+16.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.8% | -4.9% | +7.7% | +4.1% |
| 30D | +5.5% | -14.4% | +19.8% | +9.3% |
| 3M | +11.3% | -17.7% | +29.0% | +16.0% |
| 6M | +11.6% | -25.1% | +36.7% | +18.5% |
| YTD | +51.6% | -45.7% | +97.3% | +72.9% |
| 1Y | +36.2% | -47.9% | +84.1% | +56.9% |
| 3Y | +1.7% | +8.9% | -7.2% | -9.5% |
| 5Y | +164.5% | +26.9% | +137.6% | +104.7% |
| All | +6.4% | -9.8% | +16.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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