+47.0%
CVX vs TSLL
-48.4%
+95.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.3% | +2.6% | -4.0% |
| 7D | -5.3% | -9.4% | +4.1% | -5.8% |
| 30D | +5.1% | +1.6% | +3.5% | +5.3% |
| 3M | +14.9% | +29.4% | -14.5% | +17.2% |
| 6M | +14.9% | -20.1% | +35.0% | +14.5% |
| YTD | +46.3% | -44.5% | +90.8% | +47.3% |
| 1Y | +47.0% | -46.0% | +93.0% | +47.4% |
| All | +47.0% | -48.4% | +95.4% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling