+547.0%
CVX vs TMF
-69.2%
+616.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -9.7% | +1.2% | -10.9% | -9.5% |
| 30D | +3.6% | +19.7% | -16.1% | +6.6% |
| 3M | +13.3% | -2.1% | +15.4% | +13.2% |
| 6M | +16.9% | -13.4% | +30.3% | +14.9% |
| YTD | +43.4% | -16.7% | +60.1% | +40.5% |
| 1Y | +44.5% | -23.3% | +67.8% | +40.0% |
| 3Y | +64.0% | -24.8% | +88.8% | +62.3% |
| 5Y | +126.4% | -88.0% | +214.5% | +69.0% |
| 10Y | +209.4% | -84.7% | +294.1% | +162.7% |
| All | +547.0% | -69.2% | +616.2% | +608.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling