+4,733.6%
CVX vs TAP
+810.2%
+3,923.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -7.5% | -7.8% | +0.4% | -5.9% |
| 30D | -0.6% | +7.1% | -7.7% | -2.2% |
| 3M | +14.0% | -7.0% | +21.0% | +15.2% |
| 6M | +18.1% | -3.8% | +21.9% | +18.3% |
| YTD | +42.2% | -11.7% | +53.9% | +44.5% |
| 1Y | +41.3% | -10.1% | +51.4% | +43.0% |
| 3Y | +68.3% | -23.7% | +92.0% | +74.7% |
| 5Y | +122.0% | +2.9% | +119.1% | +114.1% |
| 10Y | +198.6% | -49.5% | +248.0% | +218.1% |
| All | +4,733.6% | +810.2% | +3,923.4% | +3,602.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling