+1,779.8%
TSM vs CVX
+222.5%
+1,557.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +1.0% | +2.6% | -1.6% | +0.2% |
| 30D | +1.0% | +9.8% | -8.9% | -2.0% |
| 3M | +2.9% | +16.2% | -13.3% | -2.3% |
| 6M | +22.8% | +13.6% | +9.2% | +16.4% |
| YTD | +43.3% | +44.4% | -1.1% | +24.4% |
| 1Y | +69.2% | +40.6% | +28.6% | +48.0% |
| 3Y | +404.5% | +48.2% | +356.3% | +326.6% |
| 5Y | +282.2% | +172.3% | +109.9% | +150.5% |
| All | +1,779.8% | +222.5% | +1,557.3% | +1,027.5% |
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