+219.2%
CVX vs TMO
+338.2%
-119.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +2.6% | -0.6% | +3.3% | +2.8% |
| 30D | +9.8% | +1.1% | +8.7% | +9.4% |
| 3M | +16.2% | +28.3% | -12.1% | +8.2% |
| 6M | +13.6% | +23.3% | -9.6% | +6.1% |
| YTD | +44.4% | +5.5% | +38.9% | +41.0% |
| 1Y | +40.6% | +24.5% | +16.0% | +30.0% |
| 3Y | +48.2% | +19.6% | +28.6% | +36.1% |
| 5Y | +172.3% | +8.1% | +164.2% | +152.0% |
| All | +219.2% | +338.2% | -119.0% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling