+69.8%
CVX vs TLN
+518.5%
-448.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.2% | -0.1% |
| 7D | -9.7% | -1.3% | -8.4% | -9.7% |
| 30D | +3.6% | -10.5% | +14.1% | +3.6% |
| 3M | +13.3% | +0.1% | +13.2% | +13.3% |
| 6M | +16.9% | -17.4% | +34.3% | +17.2% |
| YTD | +43.4% | -9.7% | +53.1% | +43.4% |
| 1Y | +44.5% | -12.3% | +56.7% | +44.6% |
| All | +69.8% | +518.5% | -448.7% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling