+51.1%
CVX vs TEM
+60.7%
-9.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -0.6% | +3.2% | -3.8% | -0.7% |
| 30D | +13.4% | +23.5% | -10.1% | +12.8% |
| 3M | +11.8% | +32.3% | -20.5% | +10.9% |
| 6M | +12.4% | +23.0% | -10.6% | +11.5% |
| YTD | +41.5% | +8.9% | +32.6% | +40.7% |
| 1Y | +41.6% | -19.9% | +61.5% | +42.1% |
| All | +51.1% | +60.7% | -9.6% | +47.5% |
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