+167.0%
CVX vs TNA
-23.3%
+190.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +2.6% | -7.3% | +9.9% | +3.6% |
| 30D | +9.8% | -14.2% | +24.0% | +11.8% |
| 3M | +16.2% | -4.6% | +20.8% | +16.3% |
| 6M | +13.6% | +36.9% | -23.3% | +6.8% |
| YTD | +44.4% | +42.5% | +1.8% | +34.2% |
| 1Y | +40.6% | +45.8% | -5.2% | +29.2% |
| 3Y | +48.2% | +104.7% | -56.5% | +20.6% |
| All | +167.0% | -23.3% | +190.3% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling