-69.1%
TTD vs OXY
+36.5%
-105.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.7% |
| 7D | -7.4% | +1.4% | -8.8% | -7.3% |
| 30D | +3.0% | +4.0% | -1.0% | +3.4% |
| 3M | -27.6% | +7.6% | -35.2% | -26.6% |
| 6M | -49.5% | +16.2% | -65.7% | -48.5% |
| YTD | -63.2% | +50.8% | -114.0% | -62.6% |
| All | -69.1% | +36.5% | -105.6% | -68.5% |
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