+46.9%
CVX vs TSLL
-39.8%
+86.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.4% | +1.5% |
| 7D | +3.4% | +17.8% | -14.4% | +4.2% |
| 30D | -1.0% | +8.2% | -9.2% | -0.3% |
| 3M | +12.2% | +20.9% | -8.7% | +14.0% |
| 6M | +20.3% | -37.5% | +57.8% | +19.0% |
| YTD | +48.3% | -44.5% | +92.8% | +50.5% |
| 1Y | +46.9% | -33.0% | +79.9% | +45.4% |
| All | +46.9% | -39.8% | +86.7% | +45.4% |
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