+379.4%
TTD vs OXY
+10.4%
+369.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -4.2% |
| 7D | +6.3% | +1.6% | +4.7% | +6.0% |
| 30D | -23.9% | +11.6% | -35.5% | -25.9% |
| 3M | -31.4% | +2.8% | -34.2% | -32.2% |
| 6M | -42.7% | +13.0% | -55.7% | -44.9% |
| YTD | -62.0% | +47.4% | -109.4% | -65.9% |
| 1Y | -72.2% | +31.5% | -103.7% | -74.5% |
| 3Y | -81.9% | -1.9% | -80.0% | -82.5% |
| 5Y | -81.5% | +148.0% | -229.5% | -86.0% |
| All | +379.4% | +10.4% | +369.0% | +408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling