+134.4%
CVX vs TXG
+21.5%
+112.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.3% |
| 7D | -0.6% | +9.4% | -10.0% | -1.1% |
| 30D | +13.4% | +26.1% | -12.6% | +11.7% |
| 3M | +11.8% | +124.8% | -113.0% | +5.7% |
| 6M | +12.4% | +215.2% | -202.8% | +3.2% |
| YTD | +41.5% | +302.2% | -260.7% | +27.0% |
| 1Y | +41.6% | +370.9% | -329.3% | +24.7% |
| 3Y | +42.2% | +38.5% | +3.7% | +33.5% |
| 5Y | +166.0% | -64.4% | +230.3% | +172.6% |
| All | +134.4% | +21.5% | +112.9% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling