+4,683.6%
CVX vs TFC
+2,596.5%
+2,087.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.3% | +2.4% | +0.9% | +2.6% |
| 30D | +12.9% | -1.3% | +14.2% | +13.2% |
| 3M | +11.7% | +6.1% | +5.7% | +9.4% |
| 6M | +14.1% | +7.3% | +6.8% | +10.8% |
| YTD | +40.7% | +8.2% | +32.5% | +36.0% |
| 1Y | +37.5% | +14.4% | +23.1% | +30.4% |
| 3Y | +43.9% | +93.7% | -49.8% | +14.4% |
| 5Y | +161.5% | +16.4% | +145.1% | +135.2% |
| 10Y | +215.1% | +101.6% | +113.6% | +138.7% |
| All | +4,683.6% | +2,596.5% | +2,087.2% | +2,724.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling