+221.9%
CVX vs TAP
-51.4%
+273.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +1.0% | -5.1% | +6.0% | +2.9% |
| 30D | +10.7% | -8.4% | +19.1% | +14.1% |
| 3M | +15.5% | -3.9% | +19.4% | +16.5% |
| 6M | +14.9% | -14.4% | +29.3% | +20.7% |
| YTD | +44.2% | -14.7% | +58.9% | +51.0% |
| 1Y | +43.5% | -18.7% | +62.2% | +52.5% |
| 3Y | +45.0% | -32.6% | +77.6% | +63.1% |
| 5Y | +172.2% | -1.4% | +173.6% | +147.4% |
| 10Y | +221.9% | -50.4% | +272.3% | +206.9% |
| All | +221.9% | -51.4% | +273.3% | +206.9% |
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