+45.2%
CVX vs TSEM
+674.6%
-629.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -0.6% | +10.4% | -11.0% | -0.8% |
| 30D | +13.4% | -12.9% | +26.4% | +13.7% |
| 3M | +11.8% | -9.2% | +21.0% | +11.7% |
| 6M | +12.4% | +98.8% | -86.3% | +7.0% |
| YTD | +41.5% | +87.2% | -45.7% | +34.5% |
| 1Y | +41.6% | +239.0% | -197.4% | +27.3% |
| All | +45.2% | +674.6% | -629.3% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling