+20,639.1%
TXN vs CVX
+4,930.4%
+15,708.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.3% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | -6.7% | +10.7% | -17.4% | -10.4% |
| 3M | -8.9% | +15.5% | -24.4% | -14.6% |
| 6M | +34.7% | +14.9% | +19.8% | +25.7% |
| YTD | +53.3% | +44.2% | +9.1% | +30.0% |
| 1Y | +45.0% | +43.5% | +1.5% | +23.0% |
| 3Y | +73.1% | +45.0% | +28.1% | +44.9% |
| 5Y | +59.9% | +172.2% | -112.2% | +1.2% |
| 10Y | +415.7% | +221.9% | +193.8% | +187.1% |
| All | +20,639.1% | +4,930.4% | +15,708.6% | +4,288.4% |
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