+83.0%
CVX vs TSLQ
-97.3%
+180.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.0% | +8.5% | +0.4% |
| 7D | -0.6% | -8.6% | +8.0% | -0.8% |
| 30D | +13.4% | -24.9% | +38.3% | +12.8% |
| 3M | +11.8% | -1.5% | +13.4% | +12.2% |
| 6M | +12.4% | -18.1% | +30.5% | +12.4% |
| YTD | +41.5% | -0.1% | +41.6% | +42.9% |
| 1Y | +41.6% | -51.4% | +93.0% | +39.5% |
| 3Y | +42.2% | -95.9% | +138.2% | +33.4% |
| All | +83.0% | -97.3% | +180.3% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling