+14.0%
TFC vs OKE
+138.0%
-124.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | +0.4% | +9.6% | -9.2% | -4.3% |
| 6M | +12.7% | +15.4% | -2.7% | +3.5% |
| YTD | +5.6% | +36.5% | -30.9% | -11.9% |
| 1Y | +16.0% | +39.0% | -22.9% | -4.4% |
| 3Y | +94.0% | +74.3% | +19.7% | +37.1% |
| All | +14.0% | +138.0% | -124.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling