+1,074.1%
OXY vs TTMI
+522.4%
+551.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.6% |
| 7D | -0.5% | +12.2% | -12.6% | -2.2% |
| 30D | +8.5% | -5.7% | +14.2% | +8.9% |
| 3M | +6.0% | -27.5% | +33.5% | +9.2% |
| 6M | +13.0% | +47.1% | -34.2% | +2.5% |
| YTD | +48.9% | +87.5% | -38.6% | +28.7% |
| 1Y | +36.4% | +175.2% | -138.8% | +9.5% |
| 3Y | -2.3% | +901.9% | -904.2% | -37.8% |
| 5Y | +160.6% | +843.5% | -682.8% | +63.9% |
| 10Y | +2.0% | +1,077.0% | -1,075.0% | -38.1% |
| All | +1,074.1% | +522.4% | +551.7% | +517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling