+167.0%
CVX vs TKO
+291.2%
-124.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | +2.6% | +2.3% | +0.3% | +2.4% |
| 30D | +9.8% | -2.5% | +12.3% | +10.0% |
| 3M | +16.2% | -10.6% | +26.8% | +17.1% |
| 6M | +13.6% | -5.1% | +18.7% | +13.8% |
| YTD | +44.4% | -8.2% | +52.6% | +44.9% |
| 1Y | +40.6% | -4.4% | +45.0% | +40.4% |
| 3Y | +48.2% | +100.4% | -52.2% | +36.6% |
| All | +167.0% | +291.2% | -124.2% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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