+58.4%
CVX vs TEM
+79.0%
-20.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.7% | +7.3% | +1.7% |
| 7D | +3.4% | -5.9% | +9.3% | +3.5% |
| 30D | -1.0% | +4.8% | -5.8% | -1.1% |
| 3M | +12.2% | +31.9% | -19.7% | +11.3% |
| 6M | +20.3% | +56.0% | -35.6% | +18.6% |
| YTD | +48.3% | +21.3% | +27.1% | +46.9% |
| 1Y | +46.9% | +5.4% | +41.5% | +46.2% |
| All | +58.4% | +79.0% | -20.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling