+278.9%
TSM vs CVX
+129.4%
+149.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | +4.4% | -1.7% | +6.1% | +4.7% |
| 30D | -7.0% | -0.8% | -6.2% | -6.9% |
| 3M | -1.8% | +9.4% | -11.2% | -3.4% |
| 6M | +2.7% | +17.5% | -14.8% | -0.5% |
| YTD | +37.1% | +43.8% | -6.8% | +24.2% |
| 1Y | +43.5% | +41.9% | +1.6% | +30.4% |
| 3Y | +341.5% | +69.1% | +272.4% | +277.5% |
| 5Y | +278.9% | +128.3% | +150.6% | +210.5% |
| All | +278.9% | +129.4% | +149.4% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling