+346.2%
TSM vs CVX
+68.9%
+277.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.2% |
| 7D | +4.4% | -1.7% | +6.1% | +4.5% |
| 30D | -7.0% | -0.8% | -6.2% | -7.0% |
| 3M | -1.8% | +9.4% | -11.2% | -2.0% |
| 6M | +2.7% | +17.5% | -14.8% | +2.1% |
| YTD | +37.1% | +43.8% | -6.8% | +27.0% |
| 1Y | +43.5% | +41.9% | +1.6% | +33.4% |
| All | +346.2% | +68.9% | +277.3% | +294.6% |
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