+95.6%
TFC vs OKE
+266.1%
-170.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -2.4% | +1.2% | -3.7% | -3.0% |
| 30D | -3.4% | +4.5% | -7.8% | -5.3% |
| 3M | +0.4% | +9.6% | -9.2% | -4.1% |
| 6M | +12.7% | +15.4% | -2.7% | +4.2% |
| YTD | +5.6% | +36.5% | -30.9% | -10.2% |
| 1Y | +16.0% | +39.0% | -22.9% | -2.3% |
| 3Y | +94.0% | +74.3% | +19.7% | +45.4% |
| 5Y | +16.2% | +141.2% | -125.1% | -25.8% |
| All | +95.6% | +266.1% | -170.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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