+6.4%
OXY vs TSEM
+1,313.0%
-1,306.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +2.8% | -4.9% | +7.7% | +3.8% |
| 30D | +5.5% | -18.7% | +24.2% | +9.4% |
| 3M | +11.3% | -18.1% | +29.4% | +12.9% |
| 6M | +11.6% | +77.1% | -65.5% | -9.5% |
| YTD | +51.6% | +80.1% | -28.6% | +20.5% |
| 1Y | +36.2% | +220.4% | -184.2% | -9.3% |
| 3Y | +1.7% | +650.1% | -648.4% | -50.9% |
| 5Y | +164.5% | +628.9% | -464.4% | +20.3% |
| All | +6.4% | +1,313.0% | -1,306.5% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling