+130.0%
CVX vs TCOM
+40.6%
+89.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.6% |
| 7D | +3.4% | -1.8% | +5.2% | +3.5% |
| 30D | -1.0% | +12.1% | -13.1% | -1.5% |
| 3M | +12.2% | -3.2% | +15.4% | +12.3% |
| 6M | +20.3% | -16.6% | +37.0% | +21.3% |
| YTD | +48.3% | -39.4% | +87.7% | +51.9% |
| 1Y | +46.9% | -41.5% | +88.4% | +50.8% |
| 3Y | +73.1% | +24.4% | +48.7% | +68.2% |
| All | +130.0% | +40.6% | +89.4% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling