+407.0%
TSM vs OXY
-1.9%
+408.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +4.8% | +0.6% | +4.1% | +4.7% |
| 30D | +4.0% | +4.5% | -0.5% | +3.6% |
| 3M | +2.0% | +8.9% | -6.9% | +1.1% |
| 6M | +25.5% | +12.5% | +13.0% | +21.9% |
| YTD | +44.0% | +50.5% | -6.5% | +28.8% |
| 1Y | +75.4% | +38.6% | +36.8% | +60.4% |
| All | +407.0% | -1.9% | +408.9% | +375.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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