+1,305.0%
CVX vs TTMI
+256.5%
+1,048.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | +3.4% | +11.4% | -8.0% | +2.0% |
| 30D | -1.0% | -28.3% | +27.3% | +1.5% |
| 3M | +12.2% | -46.7% | +58.9% | +18.0% |
| 6M | +20.3% | -56.1% | +76.5% | +27.6% |
| YTD | +48.3% | +7.4% | +40.9% | +38.7% |
| 1Y | +46.9% | +17.4% | +29.5% | +35.2% |
| 3Y | +73.1% | +429.1% | -356.0% | +28.9% |
| 5Y | +135.2% | +418.8% | -283.5% | +72.3% |
| 10Y | +214.4% | +411.2% | -196.9% | +125.7% |
| All | +1,305.0% | +256.5% | +1,048.5% | +738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling