+13,634.3%
TSM vs OXY
+891.1%
+12,743.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +2.7% | +1.6% | +1.1% | +2.3% |
| 30D | +3.6% | +11.6% | -8.0% | +0.4% |
| 3M | -3.4% | +2.8% | -6.2% | -4.7% |
| 6M | +20.6% | +13.0% | +7.6% | +14.3% |
| YTD | +41.9% | +47.4% | -5.5% | +24.2% |
| 1Y | +84.4% | +31.5% | +52.9% | +66.0% |
| 3Y | +380.2% | -1.9% | +382.2% | +361.5% |
| 5Y | +275.3% | +148.0% | +127.4% | +160.9% |
| 10Y | +1,751.4% | +2.3% | +1,749.1% | +1,274.6% |
| All | +13,634.3% | +891.1% | +12,743.2% | +5,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling