+4,683.6%
CVX vs TAP
+825.0%
+3,858.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +3.3% | -2.3% | +5.7% | +3.8% |
| 30D | +12.9% | -2.1% | +15.0% | +13.2% |
| 3M | +11.7% | +6.6% | +5.1% | +9.9% |
| 6M | +14.1% | -11.5% | +25.6% | +16.5% |
| YTD | +40.7% | -10.3% | +51.0% | +42.9% |
| 1Y | +37.5% | -14.4% | +51.9% | +40.7% |
| 3Y | +43.9% | -28.3% | +72.2% | +51.6% |
| 5Y | +161.5% | +1.7% | +159.8% | +153.3% |
| 10Y | +215.1% | -49.2% | +264.3% | +236.2% |
| All | +4,683.6% | +825.0% | +3,858.6% | +3,562.5% |
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