+1,753.6%
TSM vs VLO
+902.9%
+850.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.7% |
| 7D | +6.0% | +5.8% | +0.3% | +4.8% |
| 30D | +4.5% | +28.3% | -23.8% | -0.9% |
| 3M | +3.1% | +48.7% | -45.6% | -5.6% |
| 6M | +30.2% | +71.9% | -41.7% | +14.4% |
| YTD | +45.2% | +138.7% | -93.5% | +17.6% |
| 1Y | +79.6% | +148.5% | -68.9% | +43.7% |
| 3Y | +411.0% | +192.7% | +218.3% | +284.9% |
| 5Y | +290.7% | +601.6% | -310.9% | +131.7% |
| 10Y | +1,753.6% | +900.2% | +853.4% | +898.8% |
| All | +1,753.6% | +902.9% | +850.7% | +898.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling