+62.2%
CVX vs TSLL
-58.7%
+120.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.6% | -8.8% | -0.3% |
| 7D | -9.7% | -21.2% | +11.5% | -9.3% |
| 30D | +3.6% | -13.3% | +16.9% | +3.8% |
| 3M | +13.3% | +15.4% | -2.1% | +12.7% |
| 6M | +16.9% | -34.2% | +51.1% | +17.1% |
| YTD | +43.4% | -52.9% | +96.3% | +44.9% |
| 1Y | +44.5% | -54.3% | +98.8% | +45.9% |
| 3Y | +64.0% | -18.4% | +82.3% | +55.3% |
| All | +62.2% | -58.7% | +120.9% | +62.7% |
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