+227.2%
CVX vs TTD
+382.8%
-155.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +1.0% | -4.6% | +5.6% | +1.3% |
| 30D | +10.7% | +3.7% | +7.0% | +10.3% |
| 3M | +15.5% | -30.2% | +45.7% | +18.1% |
| 6M | +14.9% | -51.4% | +66.3% | +20.5% |
| YTD | +44.2% | -63.4% | +107.6% | +54.3% |
| 1Y | +43.5% | -73.5% | +117.0% | +57.2% |
| 3Y | +45.0% | -83.5% | +128.4% | +58.6% |
| 5Y | +172.2% | -80.9% | +253.1% | +178.7% |
| All | +227.2% | +382.8% | -155.6% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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