+53.7%
CVX vs TLN
+602.5%
-548.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.6% |
| 7D | -0.6% | +10.9% | -11.5% | -0.6% |
| 30D | +13.4% | -6.3% | +19.7% | +13.4% |
| 3M | +11.8% | -10.7% | +22.5% | +11.8% |
| 6M | +12.4% | +1.6% | +10.8% | +12.1% |
| YTD | +41.5% | -13.1% | +54.6% | +41.5% |
| 1Y | +41.6% | -15.1% | +56.7% | +41.5% |
| 3Y | +42.2% | +495.0% | -452.8% | +34.6% |
| All | +53.7% | +602.5% | -548.8% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling