+219.2%
CVX vs TCOM
-9.8%
+229.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.6% | -4.9% | +7.5% | +3.4% |
| 30D | +9.8% | -14.4% | +24.2% | +12.3% |
| 3M | +16.2% | -17.7% | +33.9% | +19.2% |
| 6M | +13.6% | -25.1% | +38.7% | +18.0% |
| YTD | +44.4% | -45.7% | +90.1% | +56.9% |
| 1Y | +40.6% | -47.9% | +88.5% | +53.6% |
| 3Y | +48.2% | +8.9% | +39.2% | +37.8% |
| 5Y | +172.3% | +26.9% | +145.4% | +132.8% |
| All | +219.2% | -9.8% | +229.0% | +155.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling