+8.9%
OXY vs TLN
+571.8%
-562.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.3% |
| 7D | +1.4% | +2.0% | -0.6% | +1.3% |
| 30D | +4.0% | -12.9% | +17.0% | +4.3% |
| 3M | +7.6% | -7.4% | +15.0% | +7.6% |
| 6M | +16.2% | -6.0% | +22.2% | +15.7% |
| YTD | +50.8% | -16.9% | +67.7% | +50.9% |
| 1Y | +34.7% | -22.6% | +57.3% | +35.3% |
| 3Y | -1.0% | +469.0% | -470.0% | -8.4% |
| All | +8.9% | +571.8% | -562.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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