+21.4%
TMUS vs VLO
+236.1%
-214.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +4.9% | +9.6% | -4.7% | +4.7% |
| 30D | +7.7% | -17.4% | +25.1% | +8.1% |
| 3M | -6.8% | +10.8% | -17.6% | -6.7% |
| 6M | -9.7% | +56.9% | -66.6% | -9.6% |
| YTD | -15.0% | +136.8% | -151.7% | -14.4% |
| 1Y | -19.1% | +120.7% | -139.8% | -18.7% |
| 3Y | +21.4% | +231.9% | -210.5% | +24.1% |
| All | +21.4% | +236.1% | -214.7% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling