+31.5%
OXY vs TSLQ
-50.5%
+82.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | -1.6% |
| 7D | +1.6% | -5.8% | +7.4% | +1.8% |
| 30D | +11.6% | -22.1% | +33.7% | +13.1% |
| 3M | +2.8% | +10.1% | -7.2% | +1.1% |
| 6M | +13.0% | -6.8% | +19.8% | +12.4% |
| YTD | +47.4% | +8.5% | +38.8% | +46.8% |
| 1Y | +31.5% | -49.7% | +81.2% | +22.3% |
| All | +31.5% | -50.5% | +82.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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