+163.2%
OXY vs TSEM
+610.6%
-447.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +0.5% |
| 7D | +1.4% | +0.9% | +0.4% | +1.3% |
| 30D | +4.0% | -16.6% | +20.7% | +5.0% |
| 3M | +7.6% | -10.9% | +18.5% | +7.5% |
| 6M | +16.2% | +78.0% | -61.8% | +8.0% |
| YTD | +50.8% | +77.2% | -26.4% | +39.3% |
| 1Y | +34.7% | +207.6% | -172.9% | +15.7% |
| 3Y | -1.0% | +637.8% | -638.9% | -25.2% |
| 5Y | +163.2% | +617.0% | -453.8% | +97.3% |
| All | +163.2% | +610.6% | -447.4% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling