+46.1%
OXY vs TE
-48.3%
+94.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -9.0% | +0.6% |
| 7D | -0.5% | +18.2% | -18.7% | -1.2% |
| 30D | +8.5% | -13.5% | +22.0% | +9.0% |
| 3M | +6.0% | -44.6% | +50.6% | +8.1% |
| 6M | +13.0% | -24.7% | +37.7% | +11.6% |
| YTD | +48.9% | -24.3% | +73.1% | +45.6% |
| 1Y | +36.4% | +155.6% | -119.1% | +18.7% |
| 3Y | -2.3% | -18.3% | +16.0% | -11.1% |
| 5Y | +160.6% | -41.3% | +201.9% | +127.2% |
| All | +46.1% | -48.3% | +94.4% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling