+397.0%
TSM vs VLO
+199.9%
+197.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +2.7% | +5.2% | -2.5% | +2.2% |
| 30D | +3.6% | +22.6% | -19.0% | +1.3% |
| 3M | -3.4% | +43.8% | -47.1% | -7.3% |
| 6M | +20.6% | +65.7% | -45.1% | +12.2% |
| YTD | +41.9% | +131.1% | -89.2% | +22.0% |
| 1Y | +84.4% | +143.6% | -59.3% | +56.0% |
| All | +397.0% | +199.9% | +197.1% | +281.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling