+6.9%
OXY vs TEM
+46.9%
-40.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +0.4% |
| 7D | +1.4% | -9.2% | +10.5% | +1.7% |
| 30D | +4.0% | +5.5% | -1.4% | +3.7% |
| 3M | +7.6% | +18.7% | -11.1% | +6.5% |
| 6M | +16.2% | +15.4% | +0.8% | +14.8% |
| YTD | +50.8% | -0.5% | +51.3% | +49.9% |
| 1Y | +34.7% | -24.8% | +59.5% | +35.5% |
| All | +6.9% | +46.9% | -40.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling