+244.6%
TMUS vs VLO
+749.3%
-504.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.3% |
| 7D | +8.2% | -0.4% | +8.6% | +8.2% |
| 30D | +13.4% | -16.6% | +29.9% | +15.9% |
| 3M | -3.0% | +12.3% | -15.3% | -4.7% |
| 6M | -8.8% | +47.8% | -56.6% | -13.8% |
| YTD | -13.8% | +126.7% | -140.6% | -23.5% |
| 1Y | -17.1% | +105.4% | -122.4% | -25.4% |
| 3Y | +22.7% | +222.0% | -199.3% | +1.0% |
| 5Y | +52.8% | +449.8% | -397.0% | +11.7% |
| 10Y | +244.6% | +754.3% | -509.7% | +113.5% |
| All | +244.6% | +749.3% | -504.7% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling