+59.1%
CVX vs TSLL
-57.4%
+116.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.8% | +10.6% | -1.0% |
| 7D | +3.3% | +1.9% | +1.4% | +3.3% |
| 30D | +12.9% | +17.8% | -4.9% | +12.4% |
| 3M | +11.7% | -37.0% | +48.7% | +12.4% |
| 6M | +14.1% | -37.7% | +51.8% | +14.6% |
| YTD | +40.7% | -51.4% | +92.1% | +42.3% |
| 1Y | +37.5% | -23.4% | +60.9% | +36.1% |
| 3Y | +43.9% | -30.8% | +74.7% | +36.9% |
| All | +59.1% | -57.4% | +116.5% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling