+166.0%
CVX vs TTD
-81.3%
+247.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.7% |
| 7D | -0.6% | +1.7% | -2.3% | -0.7% |
| 30D | +13.4% | +1.6% | +11.8% | +13.3% |
| 3M | +11.8% | -27.8% | +39.7% | +13.0% |
| 6M | +12.4% | -52.1% | +64.6% | +15.4% |
| YTD | +41.5% | -63.1% | +104.6% | +46.6% |
| 1Y | +41.6% | -73.1% | +114.7% | +48.5% |
| 3Y | +42.2% | -83.3% | +125.5% | +48.0% |
| 5Y | +166.0% | -80.6% | +246.6% | +170.3% |
| All | +166.0% | -81.3% | +247.3% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling