+275.3%
TMUS vs VLO
+951.8%
-676.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.2% |
| 7D | +3.6% | -13.3% | +16.9% | +7.3% |
| 30D | -3.4% | -18.3% | +14.9% | +1.7% |
| 3M | -9.5% | +14.3% | -23.8% | -13.2% |
| 6M | -15.2% | +47.6% | -62.8% | -24.5% |
| YTD | -18.9% | +116.0% | -134.9% | -35.6% |
| 1Y | -17.7% | +101.0% | -118.7% | -33.5% |
| 3Y | +15.6% | +199.0% | -183.4% | -19.9% |
| 5Y | +38.9% | +419.0% | -380.1% | -23.0% |
| 10Y | +245.3% | +778.2% | -532.9% | +35.4% |
| All | +275.3% | +951.8% | -676.5% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling