+1,155.6%
CVX vs TCOM
+2,658.7%
-1,503.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -0.6% | -7.6% | +7.0% | +0.6% |
| 30D | +13.4% | -12.2% | +25.7% | +15.7% |
| 3M | +11.8% | -14.2% | +26.0% | +14.1% |
| 6M | +12.4% | -25.0% | +37.4% | +16.9% |
| YTD | +41.5% | -43.7% | +85.2% | +53.0% |
| 1Y | +41.6% | -44.5% | +86.1% | +53.3% |
| 3Y | +42.2% | +13.4% | +28.8% | +33.1% |
| 5Y | +166.0% | +26.5% | +139.5% | +131.0% |
| 10Y | +207.2% | -10.3% | +217.5% | +169.9% |
| All | +1,155.6% | +2,658.7% | -1,503.1% | +536.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling