+45.9%
OXY vs TE
-16.5%
+62.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.5% | -1.6% | -5.3% |
| 7D | -8.8% | +3.8% | -12.6% | -8.6% |
| 30D | -1.7% | -26.2% | +24.5% | -2.8% |
| 3M | +4.5% | -49.7% | +54.3% | +1.8% |
| 6M | -4.0% | -46.5% | +42.5% | -5.3% |
| YTD | +41.4% | -59.1% | +100.5% | +38.3% |
| 1Y | +45.9% | -25.8% | +71.7% | +42.2% |
| All | +45.9% | -16.5% | +62.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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