+4,743.7%
CVX vs TAP
+813.1%
+3,930.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -6.2% | -4.5% | -1.7% | -5.4% |
| 30D | -0.4% | +7.5% | -7.8% | -2.1% |
| 3M | +9.3% | -4.9% | +14.2% | +10.0% |
| 6M | +18.4% | -3.5% | +21.9% | +18.5% |
| YTD | +42.5% | -11.4% | +53.9% | +44.7% |
| 1Y | +41.0% | -10.8% | +51.8% | +43.0% |
| 3Y | +67.5% | -24.5% | +92.0% | +74.2% |
| 5Y | +126.1% | +2.5% | +123.7% | +118.2% |
| 10Y | +198.8% | -47.6% | +246.3% | +216.4% |
| All | +4,743.7% | +813.1% | +3,930.6% | +3,607.5% |
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