+234.7%
TMUS vs VLO
+791.1%
-556.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.2% | +3.7% |
| 7D | +5.3% | -6.5% | +11.8% | +6.2% |
| 30D | +13.5% | -17.8% | +31.3% | +16.3% |
| 3M | -4.2% | +19.6% | -23.8% | -6.7% |
| 6M | -11.9% | +49.3% | -61.2% | -16.8% |
| YTD | -15.6% | +122.4% | -138.0% | -24.8% |
| 1Y | -16.8% | +107.4% | -124.2% | -25.2% |
| 3Y | +20.8% | +223.1% | -202.3% | -0.6% |
| 5Y | +48.0% | +432.2% | -384.2% | +8.8% |
| 10Y | +234.7% | +743.6% | -508.9% | +110.5% |
| All | +234.7% | +791.1% | -556.3% | +110.5% |
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