-21.2%
TMUS vs VLO
+120.8%
-142.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.8% | +8.8% | +3.4% |
| 7D | +7.5% | -6.0% | +13.4% | +7.8% |
| 30D | -3.3% | -12.9% | +9.6% | -2.3% |
| 3M | -9.7% | +18.3% | -28.0% | -9.7% |
| 6M | -17.2% | +46.4% | -63.7% | -17.7% |
| YTD | -20.3% | +127.7% | -148.1% | -19.3% |
| 1Y | -21.2% | +120.6% | -141.8% | -20.4% |
| All | -21.2% | +120.8% | -142.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling