+2,618.9%
TFC vs OKE
+15,960.4%
-13,341.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -2.3% | +6.1% | -8.4% | -4.4% |
| 3M | +2.5% | +10.4% | -8.0% | -1.5% |
| 6M | +9.5% | +14.2% | -4.7% | +3.3% |
| YTD | +5.1% | +35.3% | -30.3% | -7.2% |
| 1Y | +15.5% | +40.6% | -25.1% | +0.5% |
| 3Y | +95.2% | +72.2% | +23.0% | +56.9% |
| 5Y | +14.5% | +139.6% | -125.1% | -18.6% |
| 10Y | +97.2% | +259.1% | -161.9% | +12.5% |
| All | +2,618.9% | +15,960.4% | -13,341.6% | +523.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling