+198.8%
CVX vs TT
+744.7%
-545.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.2% | +0.8% | -7.0% | -6.6% |
| 30D | -0.4% | -11.8% | +11.4% | +3.9% |
| 3M | +9.3% | -11.6% | +20.9% | +13.7% |
| 6M | +18.4% | -9.3% | +27.7% | +20.7% |
| YTD | +42.5% | +8.9% | +33.6% | +33.0% |
| 1Y | +41.0% | -2.2% | +43.3% | +37.6% |
| 3Y | +67.5% | +91.9% | -24.4% | +14.4% |
| 5Y | +126.1% | +136.0% | -9.9% | +32.9% |
| 10Y | +198.8% | +734.7% | -536.0% | -11.3% |
| All | +198.8% | +744.7% | -545.9% | -11.3% |
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