+330.4%
TSM vs VLO
+236.1%
+94.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +6.2% | +9.6% | -3.4% | +5.2% |
| 30D | -7.3% | -17.4% | +10.1% | -5.7% |
| 3M | -7.1% | +10.8% | -17.9% | -8.5% |
| 6M | +0.2% | +56.9% | -56.7% | -5.1% |
| YTD | +32.2% | +136.8% | -104.5% | +13.2% |
| 1Y | +42.8% | +120.7% | -77.9% | +24.2% |
| 3Y | +330.4% | +231.9% | +98.5% | +229.5% |
| All | +330.4% | +236.1% | +94.3% | +229.5% |
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 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