-83.4%
TTD vs OKE
+72.4%
-155.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -0.6% | +1.2% | -1.9% | -1.1% |
| 30D | +6.3% | +4.5% | +1.8% | +4.5% |
| 3M | -24.1% | +9.6% | -33.7% | -27.0% |
| 6M | -47.4% | +15.4% | -62.8% | -51.0% |
| YTD | -62.2% | +36.5% | -98.7% | -67.9% |
| 1Y | -68.3% | +39.0% | -107.3% | -73.4% |
| 3Y | -83.4% | +74.3% | -157.7% | -87.8% |
| All | -83.4% | +72.4% | -155.8% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling