+17.3%
OXY vs TMF
-82.1%
+99.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.3% |
| 7D | +4.2% | -9.3% | +13.5% | +2.0% |
| 30D | -4.3% | +1.9% | -6.3% | -3.7% |
| 3M | +2.3% | -11.2% | +13.5% | 0.0% |
| 6M | +5.5% | -17.7% | +23.3% | +2.0% |
| YTD | +44.9% | -24.5% | +69.3% | +38.1% |
| 1Y | +42.6% | -29.4% | +72.0% | +34.1% |
| 3Y | +0.7% | -33.4% | +34.2% | -3.2% |
| 5Y | +96.9% | -88.7% | +185.6% | +14.3% |
| All | +17.3% | -82.1% | +99.4% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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