+48.0%
CVX vs TXG
+41.0%
+7.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.8% |
| 7D | +1.0% | +9.1% | -8.2% | +0.7% |
| 30D | +10.7% | +14.9% | -4.2% | +10.2% |
| 3M | +15.5% | +120.0% | -104.5% | +12.4% |
| 6M | +14.9% | +221.8% | -206.9% | +9.4% |
| YTD | +44.2% | +312.6% | -268.4% | +34.7% |
| 1Y | +43.5% | +398.4% | -354.9% | +31.6% |
| All | +48.0% | +41.0% | +7.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling