+43.0%
TMUS vs VLO
+577.3%
-534.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.1% |
| 7D | -0.3% | +5.8% | -6.0% | -0.6% |
| 30D | +3.1% | +28.3% | -25.2% | +1.7% |
| 3M | +2.4% | +48.7% | -46.3% | 0.0% |
| 6M | -17.1% | +71.9% | -89.0% | -19.7% |
| YTD | -9.1% | +138.7% | -147.7% | -13.7% |
| 1Y | -23.6% | +148.5% | -172.1% | -27.8% |
| 3Y | +38.8% | +192.7% | -153.8% | +27.8% |
| 5Y | +43.0% | +601.6% | -558.7% | +20.9% |
| All | +43.0% | +577.3% | -534.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling