+170.6%
CVX vs TW
+19.6%
+151.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.7% | -2.7% | +3.4% | +1.0% |
| 30D | +9.1% | -1.7% | +10.9% | +9.3% |
| 3M | +13.1% | +1.6% | +11.5% | +12.6% |
| 6M | +16.3% | -17.7% | +34.0% | +19.0% |
| YTD | +43.5% | -4.3% | +47.8% | +43.9% |
| 1Y | +40.2% | -13.1% | +53.3% | +42.2% |
| 3Y | +44.2% | +20.3% | +24.0% | +40.6% |
| 5Y | +170.6% | +22.0% | +148.7% | +144.7% |
| All | +170.6% | +19.6% | +151.0% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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