+1.0%
OXY vs TLN
+483.9%
-482.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.1% |
| 7D | +0.6% | +5.8% | -5.2% | +0.5% |
| 30D | +4.5% | -6.9% | +11.4% | +4.6% |
| 3M | +8.9% | -10.9% | +19.8% | +9.1% |
| 6M | +12.5% | -4.6% | +17.1% | +12.0% |
| YTD | +50.5% | -14.7% | +65.2% | +50.5% |
| 1Y | +38.6% | -17.9% | +56.5% | +38.8% |
| All | +1.0% | +483.9% | -482.9% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling