+167.0%
CVX vs TCOM
+29.4%
+137.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +2.6% | -4.9% | +7.5% | +2.9% |
| 30D | +9.8% | -14.4% | +24.2% | +10.7% |
| 3M | +16.2% | -17.7% | +33.9% | +17.3% |
| 6M | +13.6% | -25.1% | +38.7% | +15.2% |
| YTD | +44.4% | -45.7% | +90.1% | +48.9% |
| 1Y | +40.6% | -47.9% | +88.5% | +45.3% |
| 3Y | +48.2% | +8.9% | +39.2% | +44.9% |
| All | +167.0% | +29.4% | +137.6% | +157.1% |
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