+1,232.8%
CVX vs TTMI
+504.4%
+728.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.8% | -10.1% | -2.3% |
| 7D | +3.3% | +5.9% | -2.5% | +2.6% |
| 30D | +12.9% | -4.3% | +17.2% | +13.0% |
| 3M | +11.7% | -32.0% | +43.8% | +15.1% |
| 6M | +14.1% | +19.5% | -5.3% | +8.5% |
| YTD | +40.7% | +82.0% | -41.3% | +26.1% |
| 1Y | +37.5% | +172.6% | -135.1% | +16.1% |
| 3Y | +43.9% | +744.7% | -700.7% | +3.3% |
| 5Y | +161.5% | +805.6% | -644.1% | +82.9% |
| 10Y | +215.1% | +1,057.6% | -842.5% | +110.1% |
| All | +1,232.8% | +504.4% | +728.4% | +662.9% |
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 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