+45.9%
OXY vs TSEM
+79.9%
-34.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.7% | +3.6% | -5.3% |
| 7D | -8.8% | -23.1% | +14.3% | -9.5% |
| 30D | -1.7% | -40.4% | +38.7% | -3.2% |
| 3M | +4.5% | -37.9% | +42.4% | +3.3% |
| 6M | -4.0% | -30.8% | +26.8% | -3.8% |
| YTD | +41.4% | +26.7% | +14.7% | +44.4% |
| 1Y | +45.9% | +80.5% | -34.6% | +47.2% |
| All | +45.9% | +79.9% | -34.0% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling