+472.8%
OXY vs TCOM
+2,658.7%
-2,185.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -0.5% | -7.6% | +7.1% | +1.2% |
| 30D | +8.5% | -12.2% | +20.7% | +11.6% |
| 3M | +6.0% | -14.2% | +20.2% | +9.1% |
| 6M | +13.0% | -25.0% | +38.0% | +19.3% |
| YTD | +48.9% | -43.7% | +92.6% | +66.2% |
| 1Y | +36.4% | -44.5% | +80.9% | +52.7% |
| 3Y | -2.3% | +13.4% | -15.7% | -11.1% |
| 5Y | +160.6% | +26.5% | +134.2% | +114.2% |
| 10Y | +2.0% | -10.3% | +12.3% | -12.1% |
| All | +472.8% | +2,658.7% | -2,185.9% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling