+207.2%
CVX vs TT
+899.5%
-692.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.6% | +1.6% | -2.2% | -1.2% |
| 30D | +13.4% | -7.3% | +20.7% | +16.5% |
| 3M | +11.8% | -2.6% | +14.4% | +11.8% |
| 6M | +12.4% | +5.9% | +6.5% | +7.6% |
| YTD | +41.5% | +15.4% | +26.1% | +30.1% |
| 1Y | +41.6% | +8.2% | +33.4% | +33.0% |
| 3Y | +42.2% | +122.7% | -80.4% | -9.3% |
| 5Y | +166.0% | +145.0% | +21.0% | +56.2% |
| 10Y | +207.2% | +893.7% | -686.5% | -13.8% |
| All | +207.2% | +899.5% | -692.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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