+146.1%
CVX vs TENB
-9.4%
+155.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.4% |
| 7D | +2.6% | -12.1% | +14.7% | +4.2% |
| 30D | +9.8% | -18.6% | +28.5% | +12.3% |
| 3M | +16.2% | +12.1% | +4.1% | +12.8% |
| 6M | +13.6% | +46.8% | -33.2% | +5.4% |
| YTD | +44.4% | +28.0% | +16.4% | +36.0% |
| 1Y | +40.6% | -1.4% | +42.0% | +37.7% |
| 3Y | +48.2% | -33.9% | +82.1% | +51.7% |
| 5Y | +172.3% | -34.6% | +206.9% | +165.0% |
| All | +146.1% | -9.4% | +155.5% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling