-24.7%
TMUS vs OXY
+38.2%
-63.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -5.8% | +1.4% | -7.1% | -5.9% |
| 30D | -0.2% | +4.0% | -4.3% | -0.5% |
| 3M | -4.0% | +7.6% | -11.6% | -4.8% |
| 6M | -18.1% | +16.2% | -34.3% | -18.3% |
| YTD | -11.3% | +50.8% | -62.2% | -11.3% |
| 1Y | -24.7% | +34.7% | -59.4% | -25.1% |
| All | -24.7% | +38.2% | -63.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded OXY 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling