+12,919.2%
TSM vs CVX
+1,342.7%
+11,576.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.5% |
| 7D | +14.8% | +1.6% | +13.2% | +14.1% |
| 30D | -8.9% | -0.6% | -8.3% | -8.8% |
| 3M | -5.3% | +11.0% | -16.3% | -9.8% |
| 6M | +2.6% | +18.4% | -15.9% | -5.9% |
| YTD | +34.5% | +45.9% | -11.4% | +11.1% |
| 1Y | +41.0% | +46.7% | -5.7% | +16.1% |
| 3Y | +333.1% | +71.6% | +261.5% | +226.8% |
| 5Y | +270.1% | +131.4% | +138.7% | +135.4% |
| 10Y | +1,608.7% | +209.3% | +1,399.3% | +771.3% |
| All | +12,919.2% | +1,342.7% | +11,576.5% | +3,285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling