+8.4%
TSEM vs OKE
+10,724.4%
-10,715.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.0% |
| 7D | +4.7% | -0.2% | +4.9% | +4.8% |
| 30D | -14.2% | +6.1% | -20.3% | -15.6% |
| 3M | -5.0% | +10.4% | -15.5% | -8.0% |
| 6M | +87.6% | +14.2% | +73.4% | +79.8% |
| YTD | +84.4% | +35.3% | +49.1% | +68.7% |
| 1Y | +235.4% | +40.6% | +194.8% | +203.2% |
| 3Y | +668.0% | +72.2% | +595.8% | +558.8% |
| 5Y | +644.7% | +139.6% | +505.1% | +475.3% |
| 10Y | +1,326.7% | +259.1% | +1,067.6% | +802.9% |
| All | +8.4% | +10,724.4% | -10,715.9% | -69.9% |
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