+167.0%
CVX vs TEL
+56.5%
+110.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.1% |
| 7D | +2.6% | +1.6% | +1.0% | +2.3% |
| 30D | +9.8% | -0.7% | +10.5% | +9.9% |
| 3M | +16.2% | +2.4% | +13.8% | +15.1% |
| 6M | +13.6% | +4.1% | +9.5% | +10.7% |
| YTD | +44.4% | -5.8% | +50.2% | +44.0% |
| 1Y | +40.6% | +0.9% | +39.7% | +36.3% |
| 3Y | +48.2% | +72.6% | -24.4% | +17.8% |
| All | +167.0% | +56.5% | +110.5% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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