+45.9%
OXY vs TXG
+406.9%
-361.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.4% | -8.5% | -4.9% |
| 7D | -8.8% | -19.3% | +10.5% | -9.9% |
| 30D | -1.7% | -30.9% | +29.2% | -3.5% |
| 3M | +4.5% | +41.1% | -36.5% | +8.4% |
| 6M | -4.0% | +211.9% | -215.9% | +6.9% |
| YTD | +41.4% | +314.0% | -272.6% | +54.4% |
| 1Y | +45.9% | +405.4% | -359.5% | +57.7% |
| All | +45.9% | +406.9% | -361.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling