+4,683.6%
CVX vs TT
+16,138.6%
-11,455.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +12.9% | -7.2% | +20.0% | +15.2% |
| 3M | +11.7% | -3.0% | +14.7% | +11.9% |
| 6M | +14.1% | +1.4% | +12.8% | +12.1% |
| YTD | +40.7% | +15.9% | +24.8% | +32.4% |
| 1Y | +37.5% | +9.4% | +28.1% | +31.2% |
| 3Y | +43.9% | +124.4% | -80.4% | +7.5% |
| 5Y | +161.5% | +138.0% | +23.5% | +87.8% |
| 10Y | +215.1% | +886.4% | -671.3% | +48.7% |
| All | +4,683.6% | +16,138.6% | -11,455.0% | +1,082.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling