+42.8%
TSM vs VLO
+117.8%
-75.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.5% |
| 7D | +6.2% | +9.6% | -3.4% | +7.3% |
| 30D | -7.3% | -17.4% | +10.1% | -10.1% |
| 3M | -7.1% | +10.8% | -17.9% | -5.0% |
| 6M | +0.2% | +56.9% | -56.7% | +11.1% |
| YTD | +32.2% | +136.8% | -104.5% | +46.2% |
| 1Y | +42.8% | +120.7% | -77.9% | +59.5% |
| All | +42.8% | +117.8% | -75.0% | +59.5% |
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