+219.2%
CVX vs TSCO
+185.7%
+33.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +2.6% | -5.7% | +8.3% | +4.0% |
| 30D | +9.8% | -8.8% | +18.6% | +12.1% |
| 3M | +16.2% | +6.3% | +9.9% | +14.0% |
| 6M | +13.6% | -32.3% | +45.9% | +23.8% |
| YTD | +44.4% | -32.7% | +77.1% | +57.0% |
| 1Y | +40.6% | -43.7% | +84.3% | +60.1% |
| 3Y | +48.2% | -19.7% | +67.9% | +50.1% |
| 5Y | +172.3% | -11.6% | +183.9% | +161.4% |
| All | +219.2% | +185.7% | +33.4% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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