+4,077.3%
CVX vs TRMB
+3,381.2%
+696.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | +3.3% | -2.5% | +5.9% | +3.6% |
| 30D | +12.9% | +1.5% | +11.4% | +12.6% |
| 3M | +11.7% | +6.8% | +4.9% | +10.6% |
| 6M | +14.1% | -14.9% | +29.1% | +15.8% |
| YTD | +40.7% | -24.1% | +64.8% | +44.4% |
| 1Y | +37.5% | -25.4% | +62.9% | +41.2% |
| 3Y | +43.9% | +8.0% | +35.9% | +40.6% |
| 5Y | +161.5% | -37.3% | +198.8% | +168.7% |
| 10Y | +215.1% | +116.8% | +98.3% | +182.8% |
| All | +4,077.3% | +3,381.2% | +696.1% | +2,941.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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