+17.3%
OXY vs TT
+725.1%
-707.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +4.2% | +4.0% | +0.2% | +2.2% |
| 30D | -4.3% | -11.3% | +7.0% | +0.6% |
| 3M | +2.3% | -12.3% | +14.6% | +7.7% |
| 6M | +5.5% | -10.8% | +16.4% | +8.8% |
| YTD | +44.9% | +8.2% | +36.7% | +33.1% |
| 1Y | +42.6% | +1.5% | +41.1% | +35.1% |
| 3Y | +0.7% | +91.5% | -90.7% | -37.0% |
| 5Y | +96.9% | +130.2% | -33.3% | +3.5% |
| All | +17.3% | +725.1% | -707.8% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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