+56.6%
CVX vs TLN
+589.3%
-532.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.9% |
| 7D | +1.0% | +5.8% | -4.9% | +1.0% |
| 30D | +10.7% | -6.9% | +17.5% | +10.6% |
| 3M | +15.5% | -10.9% | +26.4% | +15.5% |
| 6M | +14.9% | -4.6% | +19.5% | +14.6% |
| YTD | +44.2% | -14.7% | +58.9% | +44.2% |
| 1Y | +43.5% | -17.9% | +61.4% | +43.5% |
| 3Y | +45.0% | +483.9% | -438.9% | +37.1% |
| All | +56.6% | +589.3% | -532.7% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling