+285.0%
TSM vs OXY
+164.6%
+120.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +4.8% | +0.6% | +4.1% | +4.7% |
| 30D | +4.0% | +4.5% | -0.5% | +3.3% |
| 3M | +2.0% | +8.9% | -6.9% | +0.4% |
| 6M | +25.5% | +12.5% | +13.0% | +21.6% |
| YTD | +44.0% | +50.5% | -6.5% | +30.9% |
| 1Y | +75.4% | +38.6% | +36.8% | +61.9% |
| 3Y | +406.7% | -1.2% | +408.0% | +389.6% |
| 5Y | +285.0% | +161.6% | +123.3% | +221.1% |
| All | +285.0% | +164.6% | +120.4% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling