-2.3%
OXY vs TMF
-42.4%
+40.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.5% | +1.0% | -1.5% | -0.4% |
| 30D | +8.5% | -1.8% | +10.3% | +8.4% |
| 3M | +6.0% | -8.2% | +14.2% | +5.6% |
| 6M | +13.0% | -19.5% | +32.5% | +12.3% |
| YTD | +48.9% | -16.0% | +64.8% | +48.1% |
| 1Y | +36.4% | -22.5% | +58.9% | +35.6% |
| 3Y | -2.3% | -42.3% | +40.0% | -3.3% |
| All | -2.3% | -42.4% | +40.1% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling