+167.0%
CVX vs TXG
-62.8%
+229.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.5% |
| 7D | +2.6% | +9.5% | -6.9% | +2.2% |
| 30D | +9.8% | +18.8% | -8.9% | +9.0% |
| 3M | +16.2% | +136.1% | -119.9% | +11.5% |
| 6M | +13.6% | +235.2% | -221.6% | +6.5% |
| YTD | +44.4% | +320.5% | -276.2% | +33.1% |
| 1Y | +40.6% | +425.2% | -384.6% | +27.2% |
| 3Y | +48.2% | +42.9% | +5.3% | +40.6% |
| All | +167.0% | -62.8% | +229.8% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling