+73.1%
CVX vs TT
+91.4%
-18.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +1.7% |
| 7D | +3.4% | +4.0% | -0.6% | +3.3% |
| 30D | -1.0% | -11.3% | +10.3% | -0.7% |
| 3M | +12.2% | -12.3% | +24.5% | +12.6% |
| 6M | +20.3% | -10.8% | +31.2% | +20.6% |
| YTD | +48.3% | +8.2% | +40.1% | +44.7% |
| 1Y | +46.9% | +1.5% | +45.4% | +44.6% |
| 3Y | +73.1% | +91.5% | -18.4% | +63.0% |
| All | +73.1% | +91.4% | -18.3% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling