+80.9%
OXY vs TEL
+707.4%
-626.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +0.6% | +1.2% | -0.6% | -0.2% |
| 30D | +4.5% | -4.1% | +8.6% | +6.7% |
| 3M | +8.9% | -2.6% | +11.5% | +8.6% |
| 6M | +12.5% | 0.0% | +12.4% | +7.0% |
| YTD | +50.5% | -9.1% | +59.5% | +49.3% |
| 1Y | +38.6% | -0.8% | +39.4% | +28.9% |
| 3Y | -1.2% | +67.4% | -68.6% | -36.3% |
| 5Y | +161.6% | +51.8% | +109.9% | +73.2% |
| 10Y | +5.3% | +299.4% | -294.1% | -60.5% |
| All | +80.9% | +707.4% | -626.4% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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