-23.6%
TMUS vs VLO
+149.2%
-172.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | 0.0% |
| 7D | -0.3% | +5.8% | -6.0% | -0.4% |
| 30D | +3.1% | +28.3% | -25.2% | +2.8% |
| 3M | +2.4% | +48.7% | -46.3% | +2.1% |
| 6M | -17.1% | +71.9% | -89.0% | -16.6% |
| YTD | -9.1% | +138.7% | -147.7% | -6.1% |
| 1Y | -23.6% | +148.5% | -172.1% | -20.6% |
| All | -23.6% | +149.2% | -172.8% | -20.6% |
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