+166.0%
CVX vs TFC
+15.2%
+150.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | -0.6% | +2.2% | -2.8% | -1.2% |
| 30D | +13.4% | -2.5% | +15.9% | +14.1% |
| 3M | +11.8% | +4.5% | +7.3% | +10.3% |
| 6M | +12.4% | +11.0% | +1.5% | +8.6% |
| YTD | +41.5% | +5.9% | +35.6% | +38.2% |
| 1Y | +41.6% | +14.6% | +27.0% | +34.9% |
| 3Y | +42.2% | +96.7% | -54.5% | +15.7% |
| 5Y | +166.0% | +15.6% | +150.4% | +131.9% |
| All | +166.0% | +15.2% | +150.8% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling