+219.2%
CVX vs TSN
-4.9%
+224.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +2.6% | +3.0% | -0.4% | +1.6% |
| 30D | +9.8% | -4.2% | +14.0% | +11.2% |
| 3M | +16.2% | -3.9% | +20.1% | +17.1% |
| 6M | +13.6% | -9.8% | +23.5% | +16.3% |
| YTD | +44.4% | -7.3% | +51.6% | +46.0% |
| 1Y | +40.6% | -2.2% | +42.8% | +39.2% |
| 3Y | +48.2% | +11.9% | +36.3% | +37.6% |
| 5Y | +172.3% | -16.9% | +189.2% | +176.5% |
| All | +219.2% | -4.9% | +224.1% | +192.5% |
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