+419.8%
TXN vs OKE
+266.1%
+153.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.6% |
| 7D | +4.0% | +1.2% | +2.7% | +3.6% |
| 30D | -2.9% | +4.5% | -7.3% | -3.9% |
| 3M | -9.1% | +9.6% | -18.7% | -11.6% |
| 6M | +36.6% | +15.4% | +21.3% | +30.6% |
| YTD | +57.5% | +36.5% | +21.0% | +43.7% |
| 1Y | +49.5% | +39.0% | +10.6% | +35.7% |
| 3Y | +76.5% | +74.3% | +2.3% | +50.7% |
| 5Y | +62.4% | +141.2% | -78.8% | +27.6% |
| All | +419.8% | +266.1% | +153.7% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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