+214.5%
CVX vs TAP
-46.0%
+260.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.4% |
| 7D | +3.4% | +1.3% | +2.2% | +2.9% |
| 30D | -1.0% | +5.7% | -6.7% | -3.5% |
| 3M | +12.2% | -1.9% | +14.1% | +12.1% |
| 6M | +20.3% | +0.9% | +19.4% | +18.4% |
| YTD | +48.3% | -9.5% | +57.8% | +51.0% |
| 1Y | +46.9% | -9.0% | +55.9% | +49.0% |
| 3Y | +73.1% | -22.2% | +95.4% | +83.1% |
| 5Y | +135.2% | +1.2% | +134.0% | +111.7% |
| All | +214.5% | -46.0% | +260.5% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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