+12,377.6%
TSM vs VLO
+9,259.5%
+3,118.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.7% |
| 7D | -2.5% | -6.5% | +4.0% | -0.7% |
| 30D | -14.3% | -17.8% | +3.5% | -10.1% |
| 3M | -7.2% | +19.6% | -26.8% | -12.1% |
| 6M | -5.1% | +49.3% | -54.4% | -15.7% |
| YTD | +28.9% | +122.4% | -93.5% | +1.3% |
| 1Y | +37.1% | +107.4% | -70.4% | +9.7% |
| 3Y | +341.5% | +223.1% | +118.4% | +206.0% |
| 5Y | +245.7% | +432.2% | -186.5% | +101.4% |
| 10Y | +1,502.2% | +743.6% | +758.6% | +640.6% |
| All | +12,377.6% | +9,259.5% | +3,118.1% | +2,565.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling