+162.0%
OXY vs TFC
+14.0%
+148.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.9% | -2.5% | +3.4% | +1.7% |
| 30D | +3.6% | -2.8% | +6.4% | +4.4% |
| 3M | +7.1% | +2.1% | +5.0% | +5.9% |
| 6M | +15.7% | +10.1% | +5.6% | +10.7% |
| YTD | +50.1% | +5.4% | +44.7% | +45.3% |
| 1Y | +34.1% | +16.3% | +17.8% | +25.0% |
| 3Y | -1.5% | +95.9% | -97.3% | -24.5% |
| 5Y | +162.0% | +16.0% | +146.0% | +112.3% |
| All | +162.0% | +14.0% | +148.0% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling