+285.0%
TSM vs CVX
+172.5%
+112.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | +4.8% | +1.0% | +3.8% | +4.6% |
| 30D | +4.0% | +10.7% | -6.6% | +2.3% |
| 3M | +2.0% | +15.5% | -13.5% | -0.6% |
| 6M | +25.5% | +14.9% | +10.6% | +21.5% |
| YTD | +44.0% | +44.2% | -0.2% | +30.6% |
| 1Y | +75.4% | +43.5% | +31.9% | +59.1% |
| 3Y | +406.7% | +45.0% | +361.8% | +352.2% |
| 5Y | +285.0% | +172.2% | +112.8% | +198.6% |
| All | +285.0% | +172.5% | +112.5% | +198.6% |
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 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