+128.3%
CVX vs TFC
-0.5%
+128.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | -0.8% | +7.8% | -8.6% | -2.7% |
| 3M | +9.4% | -3.0% | +12.4% | +10.0% |
| 6M | +17.5% | +5.8% | +11.7% | +15.3% |
| YTD | +43.8% | +5.3% | +38.6% | +40.6% |
| 1Y | +41.9% | +15.7% | +26.2% | +35.0% |
| 3Y | +69.1% | +94.8% | -25.7% | +39.4% |
| 5Y | +128.3% | 0.0% | +128.3% | +116.6% |
| All | +128.3% | -0.5% | +128.8% | +116.6% |
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 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