+41.0%
TMUS vs VLO
+412.5%
-371.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.0% |
| 7D | +3.6% | -13.3% | +16.9% | +4.5% |
| 30D | -3.4% | -18.3% | +14.9% | -2.1% |
| 3M | -9.5% | +14.3% | -23.8% | -10.1% |
| 6M | -15.2% | +47.6% | -62.8% | -17.1% |
| YTD | -18.9% | +116.0% | -134.9% | -22.7% |
| 1Y | -17.7% | +101.0% | -118.7% | -21.2% |
| 3Y | +15.6% | +199.0% | -183.4% | +5.4% |
| All | +41.0% | +412.5% | -371.6% | +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 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