+1,191.7%
CVX vs TDY
+6,954.6%
-5,762.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +1.0% | -1.8% | +2.8% | +1.4% |
| 30D | +10.7% | -13.8% | +24.4% | +14.6% |
| 3M | +15.5% | -3.9% | +19.4% | +16.2% |
| 6M | +14.9% | -9.0% | +23.9% | +16.7% |
| YTD | +44.2% | +16.5% | +27.7% | +37.4% |
| 1Y | +43.5% | +9.3% | +34.3% | +38.7% |
| 3Y | +45.0% | +45.1% | -0.1% | +29.5% |
| 5Y | +172.2% | +35.0% | +137.2% | +145.1% |
| 10Y | +221.9% | +469.0% | -247.1% | +118.3% |
| All | +1,191.7% | +6,954.6% | -5,762.8% | +566.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling