+13,957.4%
TSM vs OKE
+5,176.1%
+8,781.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.7% |
| 7D | +6.0% | +1.9% | +4.1% | +5.4% |
| 30D | +4.5% | +12.8% | -8.3% | +0.5% |
| 3M | +3.1% | +11.9% | -8.8% | -1.2% |
| 6M | +30.2% | +14.9% | +15.3% | +22.9% |
| YTD | +45.2% | +37.7% | +7.5% | +28.5% |
| 1Y | +79.6% | +44.1% | +35.5% | +56.3% |
| 3Y | +411.0% | +75.3% | +335.7% | +313.9% |
| 5Y | +290.7% | +144.0% | +146.7% | +180.6% |
| 10Y | +1,753.6% | +249.7% | +1,503.9% | +892.1% |
| All | +13,957.4% | +5,176.1% | +8,781.3% | +1,523.7% |
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