+59.4%
OXY vs TMF
-69.2%
+128.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -8.2% | +0.6% | -8.8% | -8.0% |
| 30D | -7.2% | +16.3% | -23.6% | -3.9% |
| 3M | +0.2% | -2.7% | +2.9% | -0.1% |
| 6M | +6.1% | -13.2% | +19.3% | +3.7% |
| YTD | +37.5% | -16.7% | +54.2% | +33.8% |
| 1Y | +37.7% | -22.7% | +60.4% | +31.9% |
| 3Y | -2.8% | -26.1% | +23.3% | -4.7% |
| 5Y | +77.6% | -88.4% | +166.1% | +13.7% |
| 10Y | +9.5% | -81.8% | +91.3% | -10.0% |
| All | +59.4% | -69.2% | +128.5% | +81.8% |
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