+84.4%
TSM vs CVX
+37.2%
+47.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +2.3% |
| 7D | +2.7% | +3.3% | -0.6% | +4.3% |
| 30D | +3.6% | +12.9% | -9.3% | +9.5% |
| 3M | -3.4% | +11.7% | -15.1% | +3.3% |
| 6M | +20.6% | +14.1% | +6.5% | +27.8% |
| YTD | +41.9% | +40.7% | +1.2% | +47.2% |
| 1Y | +84.4% | +37.5% | +46.9% | +88.8% |
| All | +84.4% | +37.2% | +47.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 1y: compounded portfolio wealth divided by compounded CVX 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…
1y analysis · Full analysis span regression · 6 months rolling