+214.5%
CVX vs TSN
+14.5%
+200.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.9% |
| 7D | +3.4% | -1.4% | +4.9% | +3.9% |
| 30D | -1.0% | +8.5% | -9.5% | -3.7% |
| 3M | +12.2% | +5.3% | +6.9% | +9.9% |
| 6M | +20.3% | -10.5% | +30.8% | +23.9% |
| YTD | +48.3% | +3.0% | +45.3% | +44.7% |
| 1Y | +46.9% | +12.1% | +34.8% | +38.8% |
| 3Y | +73.1% | +43.1% | +30.0% | +47.1% |
| 5Y | +135.2% | -15.1% | +150.3% | +138.3% |
| All | +214.5% | +14.5% | +200.1% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling