+13.8%
OXY vs TSLQ
-97.2%
+111.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.1% |
| 7D | +0.9% | +5.7% | -4.8% | +1.2% |
| 30D | +3.6% | -21.1% | +24.6% | +2.8% |
| 3M | +7.1% | -11.5% | +18.6% | +7.1% |
| 6M | +15.7% | -14.9% | +30.6% | +15.7% |
| YTD | +50.1% | +2.4% | +47.7% | +52.4% |
| 1Y | +34.1% | -49.8% | +83.9% | +31.0% |
| 3Y | -1.5% | -95.8% | +94.3% | -10.1% |
| All | +13.8% | -97.2% | +111.0% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling