+217.2%
CVX vs TFC
+98.5%
+118.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.7% | -2.5% | +3.2% | +1.8% |
| 30D | +9.1% | -2.8% | +12.0% | +10.4% |
| 3M | +13.1% | +2.1% | +10.9% | +11.4% |
| 6M | +16.3% | +10.1% | +6.2% | +9.8% |
| YTD | +43.5% | +5.4% | +38.1% | +37.6% |
| 1Y | +40.2% | +16.3% | +23.8% | +27.9% |
| 3Y | +44.2% | +95.9% | -51.6% | -1.2% |
| 5Y | +170.6% | +16.0% | +154.6% | +128.4% |
| All | +217.2% | +98.5% | +118.8% | +85.6% |
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