+158.0%
OXY vs TMF
-87.6%
+245.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.5% |
| 30D | +11.6% | -2.8% | +14.4% | +11.4% |
| 3M | +2.8% | -10.9% | +13.7% | +2.0% |
| 6M | +13.0% | -21.3% | +34.4% | +11.4% |
| YTD | +47.4% | -15.9% | +63.3% | +46.0% |
| 1Y | +31.5% | -15.7% | +47.2% | +30.4% |
| 3Y | -1.9% | -43.4% | +41.4% | -4.5% |
| All | +158.0% | -87.6% | +245.6% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling