+41.6%
CVX vs TMF
-21.2%
+62.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.5% |
| 7D | -0.6% | +1.0% | -1.6% | -0.3% |
| 30D | +13.4% | -1.8% | +15.3% | +12.9% |
| 3M | +11.8% | -8.2% | +20.1% | +9.7% |
| 6M | +12.4% | -19.5% | +31.9% | +9.0% |
| YTD | +41.5% | -16.0% | +57.5% | +37.6% |
| 1Y | +41.6% | -22.5% | +64.1% | +36.4% |
| All | +41.6% | -21.2% | +62.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling