+1,672.6%
TSM vs CVX
+210.7%
+1,461.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.3% |
| 7D | +14.8% | +1.6% | +13.2% | +14.3% |
| 30D | -8.9% | -0.6% | -8.3% | -8.8% |
| 3M | -5.3% | +11.0% | -16.3% | -8.6% |
| 6M | +2.6% | +18.4% | -15.9% | -3.7% |
| YTD | +34.5% | +45.9% | -11.4% | +16.1% |
| 1Y | +41.0% | +46.7% | -5.7% | +21.4% |
| 3Y | +333.1% | +71.6% | +261.5% | +247.6% |
| 5Y | +270.1% | +131.4% | +138.7% | +158.3% |
| All | +1,672.6% | +210.7% | +1,461.9% | +1,025.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling