+47.0%
CVX vs TFC
+20.8%
+26.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.6% | -3.4% |
| 7D | -5.3% | +5.1% | -10.4% | -4.8% |
| 30D | +5.1% | +9.8% | -4.7% | +6.0% |
| 3M | +14.9% | -2.4% | +17.4% | +14.7% |
| 6M | +14.9% | +4.9% | +9.9% | +16.0% |
| YTD | +46.3% | +6.6% | +39.8% | +47.2% |
| 1Y | +47.0% | +21.3% | +25.7% | +42.8% |
| All | +47.0% | +20.8% | +26.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling