+204.9%
CVX vs TFC
+81.3%
+123.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.2% |
| 30D | -0.8% | +7.8% | -8.6% | -4.3% |
| 3M | +9.4% | -3.0% | +12.4% | +10.4% |
| 6M | +17.5% | +5.8% | +11.7% | +13.3% |
| YTD | +43.8% | +5.3% | +38.6% | +37.7% |
| 1Y | +41.9% | +15.7% | +26.2% | +29.8% |
| 3Y | +69.1% | +94.8% | -25.7% | +16.4% |
| 5Y | +128.3% | 0.0% | +128.3% | +110.4% |
| 10Y | +204.9% | +79.0% | +125.9% | +88.7% |
| All | +204.9% | +81.3% | +123.6% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling