+1,079.1%
OXY vs TDY
+7,056.0%
-5,976.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +2.8% | -1.1% | +4.0% | +3.2% |
| 30D | +5.5% | -12.0% | +17.5% | +9.6% |
| 3M | +11.3% | -3.2% | +14.5% | +12.0% |
| 6M | +11.6% | -7.9% | +19.5% | +13.2% |
| YTD | +51.6% | +18.2% | +33.3% | +42.2% |
| 1Y | +36.2% | +6.7% | +29.6% | +31.6% |
| 3Y | +1.7% | +47.5% | -45.8% | -11.9% |
| 5Y | +164.5% | +39.5% | +125.0% | +131.7% |
| 10Y | +6.1% | +477.2% | -471.1% | -31.5% |
| All | +1,079.1% | +7,056.0% | -5,976.9% | +445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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