+439.1%
CVX vs TEL
+708.6%
-269.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.4% |
| 7D | -0.6% | -1.4% | +0.9% | 0.0% |
| 30D | +13.4% | -4.9% | +18.3% | +15.7% |
| 3M | +11.8% | +0.1% | +11.7% | +10.3% |
| 6M | +12.4% | +0.4% | +12.1% | +8.6% |
| YTD | +41.5% | -8.9% | +50.4% | +41.7% |
| 1Y | +41.6% | -0.3% | +41.9% | +34.6% |
| 3Y | +42.2% | +67.6% | -25.4% | +1.7% |
| 5Y | +166.0% | +50.7% | +115.3% | +93.9% |
| 10Y | +207.2% | +288.6% | -81.4% | +37.4% |
| All | +439.1% | +708.6% | -269.5% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling