+42.8%
TSM vs CVX
+48.4%
-5.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -0.9% |
| 7D | +6.2% | +3.4% | +2.8% | +7.9% |
| 30D | -7.3% | -1.0% | -6.3% | -7.6% |
| 3M | -7.1% | +12.2% | -19.3% | -0.7% |
| 6M | +0.2% | +20.3% | -20.1% | +13.1% |
| YTD | +32.2% | +48.3% | -16.1% | +45.7% |
| 1Y | +42.8% | +46.9% | -4.1% | +59.3% |
| All | +42.8% | +48.4% | -5.6% | +59.3% |
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