+36.0%
TSM vs VLO
+120.8%
-84.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.8% | +3.5% | -3.1% |
| 7D | -10.0% | -6.0% | -4.0% | -10.7% |
| 30D | -18.5% | -12.9% | -5.7% | -19.9% |
| 3M | -4.9% | +18.3% | -23.2% | -1.2% |
| 6M | -1.0% | +46.4% | -47.4% | +8.4% |
| YTD | +31.3% | +127.7% | -96.5% | +43.4% |
| 1Y | +36.0% | +120.6% | -84.6% | +49.9% |
| All | +36.0% | +120.8% | -84.8% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling