+361.1%
TTD vs OKE
+267.5%
+93.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | +3.7% | +6.1% | -2.4% | +1.0% |
| 3M | -30.2% | +10.4% | -40.7% | -33.5% |
| 6M | -51.4% | +14.2% | -65.6% | -54.8% |
| YTD | -63.4% | +35.3% | -98.8% | -68.6% |
| 1Y | -73.5% | +40.6% | -114.1% | -77.7% |
| 3Y | -83.5% | +72.2% | -155.7% | -87.3% |
| 5Y | -80.9% | +139.6% | -220.6% | -87.2% |
| All | +361.1% | +267.5% | +93.7% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling