-72.0%
TTD vs OXY
+45.4%
-117.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.1% | +8.0% | +2.2% |
| 7D | +3.7% | -8.8% | +12.5% | +2.6% |
| 30D | +10.4% | -1.7% | +12.1% | +10.0% |
| 3M | -31.6% | +4.5% | -36.1% | -31.2% |
| 6M | -45.1% | -4.0% | -41.1% | -44.7% |
| YTD | -65.1% | +41.4% | -106.5% | -63.8% |
| 1Y | -72.0% | +45.9% | -117.9% | -70.8% |
| All | -72.0% | +45.4% | -117.4% | -70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling