+320.5%
TMUS vs VLO
+1,025.5%
-705.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | +5.2% | -5.1% | -1.3% |
| 30D | +5.3% | +22.6% | -17.3% | -0.4% |
| 3M | +3.1% | +43.8% | -40.6% | -6.9% |
| 6M | -16.5% | +65.7% | -82.2% | -27.9% |
| YTD | -9.2% | +131.1% | -140.3% | -28.7% |
| 1Y | -26.5% | +143.6% | -170.1% | -43.5% |
| 3Y | +39.0% | +201.4% | -162.4% | -3.4% |
| 5Y | +40.4% | +568.9% | -528.5% | -27.9% |
| 10Y | +303.7% | +891.8% | -588.1% | +52.7% |
| All | +320.5% | +1,025.5% | -705.0% | +26.0% |
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