+126.6%
OXY vs TNA
+913.2%
-786.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +1.2% |
| 7D | +1.4% | -7.6% | +9.0% | +3.9% |
| 30D | +4.0% | -13.6% | +17.7% | +8.7% |
| 3M | +7.6% | +2.8% | +4.8% | +4.8% |
| 6M | +16.2% | +34.5% | -18.3% | 0.0% |
| YTD | +50.8% | +41.0% | +9.8% | +26.2% |
| 1Y | +34.7% | +52.0% | -17.3% | +7.7% |
| 3Y | -1.0% | +103.5% | -104.5% | -38.2% |
| 5Y | +163.2% | -22.5% | +185.7% | +99.0% |
| 10Y | +5.5% | +81.9% | -76.3% | -48.8% |
| All | +126.6% | +913.2% | -786.6% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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