+5.9%
OXY vs TMF
-86.4%
+92.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | -0.5% |
| 7D | +1.4% | -4.8% | +6.1% | +0.3% |
| 30D | +4.0% | -4.9% | +8.9% | +3.0% |
| 3M | +7.6% | -13.4% | +21.0% | +4.8% |
| 6M | +16.2% | -23.0% | +39.2% | +10.9% |
| YTD | +50.8% | -20.2% | +71.0% | +45.3% |
| 1Y | +34.7% | -26.5% | +61.2% | +27.8% |
| 3Y | -1.0% | -45.2% | +44.2% | -9.5% |
| 5Y | +163.2% | -88.4% | +251.6% | +56.1% |
| All | +5.9% | -86.4% | +92.3% | -28.6% |
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