+10.6%
TMO vs OKE
+138.0%
-127.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -0.6% | +1.2% | -1.9% | -1.0% |
| 30D | +1.1% | +4.5% | -3.4% | 0.0% |
| 3M | +28.3% | +9.6% | +18.7% | +25.3% |
| 6M | +23.3% | +15.4% | +7.9% | +18.0% |
| YTD | +5.5% | +36.5% | -31.0% | -4.2% |
| 1Y | +24.5% | +39.0% | -14.4% | +12.4% |
| 3Y | +19.6% | +74.3% | -54.7% | -2.3% |
| All | +10.6% | +138.0% | -127.4% | -12.8% |
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