+75.4%
TSM vs VLO
+150.4%
-75.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.6% |
| 7D | +4.8% | +6.2% | -1.5% | +5.6% |
| 30D | +4.0% | +23.5% | -19.5% | +6.9% |
| 3M | +2.0% | +53.9% | -51.9% | +8.7% |
| 6M | +25.5% | +81.7% | -56.2% | +33.9% |
| YTD | +44.0% | +142.5% | -98.5% | +48.4% |
| 1Y | +75.4% | +145.4% | -70.0% | +79.0% |
| All | +75.4% | +150.4% | -75.0% | +79.0% |
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 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