+1,779.8%
TSM vs OKE
+266.1%
+1,513.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +1.0% | +1.2% | -0.2% | +0.8% |
| 30D | +1.0% | +4.5% | -3.5% | 0.0% |
| 3M | +2.9% | +9.6% | -6.7% | +0.5% |
| 6M | +22.8% | +15.4% | +7.4% | +17.9% |
| YTD | +43.3% | +36.5% | +6.8% | +31.8% |
| 1Y | +69.2% | +39.0% | +30.2% | +54.6% |
| 3Y | +404.5% | +74.3% | +330.2% | +337.9% |
| 5Y | +282.2% | +141.2% | +141.0% | +209.0% |
| All | +1,779.8% | +266.1% | +1,513.7% | +1,220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling