+265.7%
TSM vs OXY
+99.7%
+166.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +6.2% | +4.2% | +2.0% | +5.6% |
| 30D | -7.3% | -4.3% | -2.9% | -6.7% |
| 3M | -7.1% | +2.3% | -9.4% | -7.7% |
| 6M | +0.2% | +5.5% | -5.3% | -1.1% |
| YTD | +32.2% | +44.9% | -12.6% | +20.2% |
| 1Y | +42.8% | +42.6% | +0.2% | +30.0% |
| 3Y | +330.4% | +0.7% | +329.7% | +312.9% |
| All | +265.7% | +99.7% | +166.0% | +207.9% |
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