+219.2%
CVX vs TTMI
+1,127.6%
-908.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | +0.1% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | +9.8% | -8.4% | +18.3% | +10.8% |
| 3M | +16.2% | -32.5% | +48.7% | +21.6% |
| 6M | +13.6% | +32.5% | -18.9% | +2.9% |
| YTD | +44.4% | +83.2% | -38.9% | +20.1% |
| 1Y | +40.6% | +161.7% | -121.1% | +5.8% |
| 3Y | +48.2% | +890.1% | -841.9% | -23.7% |
| 5Y | +172.3% | +832.4% | -660.2% | +35.4% |
| All | +219.2% | +1,127.6% | -908.4% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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