+52.8%
CVX vs TLN
+583.6%
-530.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.0% | -1.3% |
| 7D | +3.3% | +7.1% | -3.7% | +3.3% |
| 30D | +12.9% | -3.9% | +16.8% | +12.9% |
| 3M | +11.7% | -16.2% | +27.9% | +11.7% |
| 6M | +14.1% | -5.8% | +20.0% | +13.9% |
| YTD | +40.7% | -15.4% | +56.1% | +40.6% |
| 1Y | +37.5% | -16.7% | +54.2% | +37.4% |
| 3Y | +43.9% | +473.8% | -429.8% | +36.3% |
| All | +52.8% | +583.6% | -530.8% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling