+534.8%
CVX vs TMF
-68.9%
+603.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.2% |
| 7D | +3.3% | -1.4% | +4.8% | +3.1% |
| 30D | +12.9% | -2.8% | +15.7% | +12.5% |
| 3M | +11.7% | -10.9% | +22.6% | +10.1% |
| 6M | +14.1% | -21.3% | +35.5% | +10.7% |
| YTD | +40.7% | -15.9% | +56.6% | +37.9% |
| 1Y | +37.5% | -15.7% | +53.2% | +35.1% |
| 3Y | +43.9% | -43.4% | +87.3% | +36.3% |
| 5Y | +161.5% | -87.8% | +249.2% | +96.4% |
| 10Y | +215.1% | -86.7% | +301.9% | +160.5% |
| All | +534.8% | -68.9% | +603.7% | +595.0% |
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