+172.2%
CVX vs TSEM
+654.3%
-482.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +1.0% | +4.7% | -3.8% | +0.8% |
| 30D | +10.7% | -14.2% | +24.9% | +11.1% |
| 3M | +15.5% | -5.0% | +20.5% | +15.1% |
| 6M | +14.9% | +87.6% | -72.7% | +9.4% |
| YTD | +44.2% | +84.4% | -40.2% | +36.9% |
| 1Y | +43.5% | +235.4% | -191.9% | +29.7% |
| 3Y | +45.0% | +668.0% | -623.0% | +21.2% |
| 5Y | +172.2% | +644.7% | -472.6% | +128.8% |
| All | +172.2% | +654.3% | -482.2% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling