+1.2%
OXY vs TTMI
+844.7%
-843.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.3% |
| 7D | +1.4% | +6.0% | -4.7% | +1.0% |
| 30D | +4.0% | -6.4% | +10.5% | +4.2% |
| 3M | +7.6% | -28.9% | +36.5% | +9.2% |
| 6M | +16.2% | +26.9% | -10.7% | +11.1% |
| YTD | +50.8% | +77.3% | -26.5% | +36.4% |
| 1Y | +34.7% | +147.5% | -112.8% | +13.4% |
| All | +1.2% | +844.7% | -843.5% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling