+1,347.0%
OXY vs TFC
+2,539.0%
-1,192.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.9% |
| 7D | -0.5% | +2.2% | -2.7% | -1.4% |
| 30D | +8.5% | -2.5% | +11.0% | +9.4% |
| 3M | +6.0% | +4.5% | +1.5% | +3.5% |
| 6M | +13.0% | +11.0% | +2.0% | +6.7% |
| YTD | +48.9% | +5.9% | +43.0% | +42.8% |
| 1Y | +36.4% | +14.6% | +21.8% | +26.5% |
| 3Y | -2.3% | +96.7% | -99.0% | -29.0% |
| 5Y | +160.6% | +15.6% | +145.1% | +127.2% |
| 10Y | +2.0% | +98.6% | -96.6% | -21.7% |
| All | +1,347.0% | +2,539.0% | -1,192.0% | +638.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling