+54.0%
CVX vs TEM
+53.2%
+0.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.0% |
| 7D | +1.0% | -1.1% | +2.0% | +1.0% |
| 30D | +10.7% | +11.3% | -0.6% | +10.3% |
| 3M | +15.5% | +25.5% | -10.0% | +14.6% |
| 6M | +14.9% | +17.1% | -2.2% | +14.0% |
| YTD | +44.2% | +3.8% | +40.4% | +43.5% |
| 1Y | +43.5% | -24.4% | +67.9% | +44.2% |
| All | +54.0% | +53.2% | +0.8% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling