+419.8%
TXN vs CVX
+222.5%
+197.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +4.0% | +2.6% | +1.4% | +3.0% |
| 30D | -2.9% | +9.8% | -12.7% | -6.2% |
| 3M | -9.1% | +16.2% | -25.3% | -14.5% |
| 6M | +36.6% | +13.6% | +23.0% | +28.6% |
| YTD | +57.5% | +44.4% | +13.1% | +34.0% |
| 1Y | +49.5% | +40.6% | +8.9% | +28.4% |
| 3Y | +76.5% | +48.2% | +28.4% | +47.0% |
| 5Y | +62.4% | +172.3% | -109.9% | +2.2% |
| All | +419.8% | +222.5% | +197.3% | +209.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling