+1,643.1%
TSM vs CVX
+215.8%
+1,427.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.2% |
| 7D | +6.2% | +3.4% | +2.8% | +5.1% |
| 30D | -7.3% | -1.0% | -6.3% | -7.1% |
| 3M | -7.1% | +12.2% | -19.3% | -10.7% |
| 6M | +0.2% | +20.3% | -20.1% | -6.3% |
| YTD | +32.2% | +48.3% | -16.1% | +13.6% |
| 1Y | +42.8% | +46.9% | -4.1% | +23.0% |
| 3Y | +330.4% | +73.1% | +257.3% | +244.7% |
| 5Y | +263.9% | +135.2% | +128.7% | +152.8% |
| All | +1,643.1% | +215.8% | +1,427.2% | +1,000.8% |
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 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