+167.0%
CVX vs TDY
+39.0%
+128.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | +9.8% | -12.0% | +21.9% | +13.1% |
| 3M | +16.2% | -3.2% | +19.4% | +16.6% |
| 6M | +13.6% | -7.9% | +21.5% | +15.2% |
| YTD | +44.4% | +18.2% | +26.2% | +35.1% |
| 1Y | +40.6% | +6.7% | +33.9% | +35.6% |
| 3Y | +48.2% | +47.5% | +0.6% | +27.1% |
| All | +167.0% | +39.0% | +128.0% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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