+14.9%
OXY vs TSLQ
-97.2%
+112.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +2.8% | -6.6% | +9.4% | +2.6% |
| 30D | +5.5% | -24.3% | +29.8% | +4.5% |
| 3M | +11.3% | -3.6% | +14.9% | +11.7% |
| 6M | +11.6% | -12.0% | +23.6% | +11.9% |
| YTD | +51.6% | +1.4% | +50.2% | +53.8% |
| 1Y | +36.2% | -43.6% | +79.8% | +34.1% |
| 3Y | +1.7% | -95.4% | +97.1% | -6.5% |
| All | +14.9% | -97.2% | +112.1% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling