+147.9%
OXY vs TTMI
+830.4%
-682.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.2% |
| 7D | +2.8% | +0.7% | +2.2% | +2.8% |
| 30D | +5.5% | -8.4% | +13.9% | +6.0% |
| 3M | +11.3% | -32.5% | +43.8% | +14.4% |
| 6M | +11.6% | +32.5% | -20.9% | +5.0% |
| YTD | +51.6% | +83.2% | -31.7% | +34.4% |
| 1Y | +36.2% | +161.7% | -125.5% | +12.1% |
| 3Y | +1.7% | +890.1% | -888.4% | -36.1% |
| All | +147.9% | +830.4% | -682.5% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling