+5.5%
OXY vs TEM
+60.7%
-55.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | -0.5% | +3.2% | -3.7% | -0.6% |
| 30D | +8.5% | +23.5% | -15.0% | +7.6% |
| 3M | +6.0% | +32.3% | -26.3% | +4.5% |
| 6M | +13.0% | +23.0% | -10.0% | +11.4% |
| YTD | +48.9% | +8.9% | +40.0% | +47.5% |
| 1Y | +36.4% | -19.9% | +56.3% | +37.0% |
| All | +5.5% | +60.7% | -55.2% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling