+1,197.1%
CVX vs TKO
+1,406.3%
-209.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.2% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +10.7% | +0.9% | +9.8% | +10.4% |
| 3M | +15.5% | -6.2% | +21.7% | +16.2% |
| 6M | +14.9% | -5.6% | +20.5% | +15.2% |
| YTD | +44.2% | -7.8% | +52.1% | +44.9% |
| 1Y | +43.5% | -1.2% | +44.7% | +42.5% |
| 3Y | +45.0% | +106.5% | -61.6% | +26.8% |
| 5Y | +172.2% | +310.4% | -138.2% | +111.4% |
| 10Y | +221.9% | +987.5% | -765.6% | +109.8% |
| All | +1,197.1% | +1,406.3% | -209.2% | +573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling