+42.1%
CVX vs TPR
+292.1%
-250.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.3% | -2.3% | +5.6% | +3.5% |
| 30D | +12.9% | -23.0% | +35.8% | +14.6% |
| 3M | +11.7% | -12.5% | +24.2% | +12.3% |
| 6M | +14.1% | -21.4% | +35.6% | +15.7% |
| YTD | +40.7% | -3.5% | +44.2% | +38.6% |
| 1Y | +37.5% | +17.4% | +20.1% | +31.2% |
| All | +42.1% | +292.1% | -250.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling