+6.4%
OXY vs TFC
+98.7%
-92.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.8% | -2.4% | +5.3% | +4.4% |
| 30D | +5.5% | -3.4% | +8.8% | +7.5% |
| 3M | +11.3% | +0.4% | +10.9% | +9.9% |
| 6M | +11.6% | +12.7% | -1.1% | +0.4% |
| YTD | +51.6% | +5.6% | +46.0% | +41.2% |
| 1Y | +36.2% | +16.0% | +20.2% | +18.5% |
| 3Y | +1.7% | +94.0% | -92.3% | -42.2% |
| 5Y | +164.5% | +16.2% | +148.3% | +103.2% |
| All | +6.4% | +98.7% | -92.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling