+6.4%
OXY vs TEM
+46.9%
-40.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.1% |
| 7D | +0.9% | -9.2% | +10.1% | +1.2% |
| 30D | +3.6% | +5.5% | -1.9% | +3.2% |
| 3M | +7.1% | +18.7% | -11.6% | +6.0% |
| 6M | +15.7% | +15.4% | +0.3% | +14.3% |
| YTD | +50.1% | -0.5% | +50.7% | +49.2% |
| 1Y | +34.1% | -24.8% | +58.9% | +34.9% |
| All | +6.4% | +46.9% | -40.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling