+70.8%
OXY vs TMF
-68.9%
+139.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.3% |
| 30D | +11.6% | -2.8% | +14.4% | +11.0% |
| 3M | +2.8% | -10.9% | +13.7% | +0.7% |
| 6M | +13.0% | -21.3% | +34.4% | +8.2% |
| YTD | +47.4% | -15.9% | +63.3% | +43.4% |
| 1Y | +31.5% | -15.7% | +47.2% | +28.4% |
| 3Y | -1.9% | -43.4% | +41.4% | -9.7% |
| 5Y | +148.0% | -87.8% | +235.7% | +61.9% |
| 10Y | +2.3% | -86.7% | +89.0% | -21.8% |
| All | +70.8% | -68.9% | +139.7% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling