+214.5%
CVX vs TSEM
+805.6%
-591.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.6% | +2.5% |
| 7D | +3.4% | +7.0% | -3.5% | +2.4% |
| 30D | -1.0% | -29.8% | +28.8% | +2.6% |
| 3M | +12.2% | -41.9% | +54.1% | +18.2% |
| 6M | +20.3% | -45.8% | +66.1% | +25.6% |
| YTD | +48.3% | +25.1% | +23.2% | +31.2% |
| 1Y | +46.9% | +48.2% | -1.3% | +25.4% |
| 3Y | +73.1% | +476.5% | -403.4% | +6.4% |
| 5Y | +135.2% | +301.4% | -166.2% | +52.7% |
| All | +214.5% | +805.6% | -591.1% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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