+53.5%
OXY vs TXG
+27.0%
+26.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.2% |
| 7D | +2.8% | +9.5% | -6.6% | +1.9% |
| 30D | +5.5% | +18.8% | -13.3% | +3.5% |
| 3M | +11.3% | +136.1% | -124.8% | +0.9% |
| 6M | +11.6% | +235.2% | -223.6% | -3.9% |
| YTD | +51.6% | +320.5% | -269.0% | +26.2% |
| 1Y | +36.2% | +425.2% | -389.0% | +9.1% |
| 3Y | +1.7% | +42.9% | -41.2% | -8.8% |
| 5Y | +164.5% | -62.8% | +227.3% | +178.7% |
| All | +53.5% | +27.0% | +26.5% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling