+1,148.4%
CVX vs TCOM
+2,694.8%
-1,546.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +3.3% | -9.5% | +12.9% | +4.9% |
| 30D | +12.9% | -10.7% | +23.6% | +14.8% |
| 3M | +11.7% | -14.6% | +26.3% | +14.1% |
| 6M | +14.1% | -19.3% | +33.5% | +17.3% |
| YTD | +40.7% | -42.9% | +83.6% | +51.8% |
| 1Y | +37.5% | -43.8% | +81.3% | +48.6% |
| 3Y | +43.9% | +2.1% | +41.8% | +37.0% |
| 5Y | +161.5% | +31.2% | +130.2% | +125.7% |
| 10Y | +215.1% | -13.9% | +229.0% | +178.5% |
| All | +1,148.4% | +2,694.8% | -1,546.3% | +531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling