+398.4%
TSM vs OKE
+70.8%
+327.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +2.6% | 0.0% | +2.7% | +2.7% |
| 30D | +1.4% | +4.6% | -3.2% | +0.5% |
| 3M | +5.0% | +6.9% | -2.0% | +3.3% |
| 6M | +24.0% | +15.8% | +8.2% | +18.0% |
| YTD | +41.6% | +35.2% | +6.4% | +26.2% |
| 1Y | +66.2% | +37.6% | +28.6% | +46.5% |
| All | +398.4% | +70.8% | +327.7% | +289.8% |
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 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