+650.1%
TSEM vs OKE
+72.4%
+577.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.3% |
| 7D | -4.9% | +1.2% | -6.1% | -5.3% |
| 30D | -18.7% | +4.5% | -23.2% | -20.0% |
| 3M | -18.1% | +9.6% | -27.7% | -21.2% |
| 6M | +77.1% | +15.4% | +61.7% | +65.4% |
| YTD | +80.1% | +36.5% | +43.7% | +55.2% |
| 1Y | +220.4% | +39.0% | +181.4% | +172.6% |
| 3Y | +650.1% | +74.3% | +575.8% | +577.1% |
| All | +650.1% | +72.4% | +577.7% | +577.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling