+501.6%
CVX vs TNA
+990.0%
-488.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -0.6% | +4.1% | -4.7% | -1.5% |
| 30D | +13.4% | -7.6% | +21.1% | +15.3% |
| 3M | +11.8% | +8.1% | +3.8% | +8.7% |
| 6M | +12.4% | +49.0% | -36.6% | -0.7% |
| YTD | +41.5% | +51.7% | -10.2% | +23.3% |
| 1Y | +41.6% | +59.6% | -18.0% | +20.2% |
| 3Y | +42.2% | +118.9% | -76.7% | +0.8% |
| 5Y | +166.0% | -19.2% | +185.1% | +115.4% |
| 10Y | +207.2% | +77.2% | +130.0% | +61.7% |
| All | +501.6% | +990.0% | -488.3% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling