+60.8%
CVX vs TSLL
-54.2%
+115.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.9% | -11.8% | -1.1% |
| 7D | -7.5% | -14.3% | +6.9% | -7.2% |
| 30D | -0.6% | -6.2% | +5.6% | -0.5% |
| 3M | +14.0% | +21.2% | -7.2% | +13.2% |
| 6M | +18.1% | -36.6% | +54.7% | +18.6% |
| YTD | +42.2% | -47.8% | +89.9% | +43.3% |
| 1Y | +41.3% | -45.2% | +86.6% | +42.0% |
| 3Y | +68.3% | -3.3% | +71.6% | +58.8% |
| All | +60.8% | -54.2% | +115.0% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling