+170.6%
CVX vs TTMI
+798.2%
-627.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +0.7% | +6.0% | -5.3% | +0.3% |
| 30D | +9.1% | -6.4% | +15.6% | +9.4% |
| 3M | +13.1% | -28.9% | +42.0% | +14.7% |
| 6M | +16.3% | +26.9% | -10.6% | +11.1% |
| YTD | +43.5% | +77.3% | -33.8% | +31.0% |
| 1Y | +40.2% | +147.5% | -107.4% | +21.0% |
| 3Y | +44.2% | +847.6% | -803.4% | -0.8% |
| 5Y | +170.6% | +802.2% | -631.6% | +82.9% |
| All | +170.6% | +798.2% | -627.6% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling