+376.4%
TTD vs OXY
+13.5%
+362.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.5% |
| 7D | -0.6% | +2.8% | -3.5% | -1.2% |
| 30D | +6.3% | +5.5% | +0.8% | +5.0% |
| 3M | -24.1% | +11.3% | -35.4% | -26.4% |
| 6M | -47.4% | +11.6% | -59.0% | -49.3% |
| YTD | -62.2% | +51.6% | -113.8% | -66.3% |
| 1Y | -68.3% | +36.2% | -104.5% | -71.1% |
| 3Y | -83.4% | +1.7% | -85.1% | -84.1% |
| 5Y | -80.3% | +164.5% | -244.8% | -85.2% |
| All | +376.4% | +13.5% | +362.9% | +402.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling