+6.4%
OXY vs TLN
+583.6%
-577.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.0% |
| 7D | +1.6% | +7.1% | -5.5% | +1.5% |
| 30D | +11.6% | -3.9% | +15.5% | +11.6% |
| 3M | +2.8% | -16.2% | +19.0% | +3.1% |
| 6M | +13.0% | -5.8% | +18.9% | +12.6% |
| YTD | +47.4% | -15.4% | +62.8% | +47.4% |
| 1Y | +31.5% | -16.7% | +48.2% | +31.3% |
| 3Y | -1.9% | +473.8% | -475.7% | -9.2% |
| All | +6.4% | +583.6% | -577.2% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling