+398.4%
TSM vs CVX
+43.5%
+354.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +2.6% | +0.7% | +2.0% | +2.6% |
| 30D | +1.4% | +9.1% | -7.7% | +1.0% |
| 3M | +5.0% | +13.1% | -8.1% | +4.8% |
| 6M | +24.0% | +16.3% | +7.7% | +22.1% |
| YTD | +41.6% | +43.5% | -1.9% | +31.4% |
| 1Y | +66.2% | +40.2% | +26.0% | +55.0% |
| All | +398.4% | +43.5% | +354.9% | +342.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling