-2.3%
OXY vs TT
+121.9%
-124.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | +8.5% | -7.3% | +15.8% | +9.0% |
| 3M | +6.0% | -2.6% | +8.6% | +5.9% |
| 6M | +13.0% | +5.9% | +7.1% | +11.1% |
| YTD | +48.9% | +15.4% | +33.5% | +44.3% |
| 1Y | +36.4% | +8.2% | +28.2% | +33.5% |
| 3Y | -2.3% | +122.7% | -124.9% | -7.2% |
| All | -2.3% | +121.9% | -124.2% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling