+3,137.8%
CVX vs TSEM
-26.5%
+3,164.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.6% | +2.0% |
| 7D | +3.4% | +7.0% | -3.5% | +2.9% |
| 30D | -1.0% | -29.8% | +28.8% | +0.7% |
| 3M | +12.2% | -41.9% | +54.1% | +15.0% |
| 6M | +20.3% | -45.8% | +66.1% | +22.9% |
| YTD | +48.3% | +25.1% | +23.2% | +42.6% |
| 1Y | +46.9% | +48.2% | -1.3% | +39.7% |
| 3Y | +73.1% | +476.5% | -403.4% | +49.3% |
| 5Y | +135.2% | +301.4% | -166.2% | +106.0% |
| 10Y | +214.4% | +812.9% | -598.5% | +159.9% |
| All | +3,137.8% | -26.5% | +3,164.3% | +2,476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling