+47.3%
CVX vs TSLQ
-95.5%
+142.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.4% |
| 7D | +0.7% | +5.7% | -5.0% | +0.8% |
| 30D | +9.1% | -21.1% | +30.2% | +8.7% |
| 3M | +13.1% | -11.5% | +24.6% | +13.0% |
| 6M | +16.3% | -14.9% | +31.2% | +16.3% |
| YTD | +43.5% | +2.4% | +41.1% | +44.9% |
| 1Y | +40.2% | -49.8% | +89.9% | +38.3% |
| All | +47.3% | -95.5% | +142.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling