+6.4%
OXY vs TTMI
+1,127.6%
-1,121.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.2% |
| 7D | +2.8% | +0.7% | +2.2% | +2.6% |
| 30D | +5.5% | -8.4% | +13.9% | +6.8% |
| 3M | +11.3% | -32.5% | +43.8% | +18.6% |
| 6M | +11.6% | +32.5% | -20.9% | -2.9% |
| YTD | +51.6% | +83.2% | -31.7% | +17.4% |
| 1Y | +36.2% | +161.7% | -125.5% | -8.1% |
| 3Y | +1.7% | +890.1% | -888.4% | -58.9% |
| 5Y | +164.5% | +832.4% | -668.0% | +1.5% |
| All | +6.4% | +1,127.6% | -1,121.2% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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