-80.9%
TTD vs OXY
+157.3%
-238.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | +3.7% | +4.5% | -0.9% | +2.6% |
| 3M | -30.2% | +8.9% | -39.1% | -31.9% |
| 6M | -51.4% | +12.5% | -63.9% | -53.2% |
| YTD | -63.4% | +50.5% | -113.9% | -67.6% |
| 1Y | -73.5% | +38.6% | -112.1% | -76.1% |
| 3Y | -83.5% | -1.2% | -82.2% | -84.2% |
| All | -80.9% | +157.3% | -238.3% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling