+4.6%
OXY vs TLN
+710.8%
-706.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.7% |
| 7D | +4.2% | +11.0% | -6.8% | +4.0% |
| 30D | -4.3% | +4.9% | -9.2% | -4.4% |
| 3M | +2.3% | +4.9% | -2.6% | +2.2% |
| 6M | +5.5% | +7.1% | -1.6% | +5.3% |
| YTD | +44.9% | +0.3% | +44.6% | +44.4% |
| 1Y | +42.6% | +5.9% | +36.7% | +41.1% |
| 3Y | +0.7% | +578.5% | -577.7% | -7.7% |
| All | +4.6% | +710.8% | -706.2% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling