+12,629.9%
TSM vs VLO
+9,101.0%
+3,528.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.5% |
| 7D | -2.1% | -9.5% | +7.5% | +0.6% |
| 30D | -12.5% | -19.1% | +6.6% | -7.9% |
| 3M | -5.0% | +11.4% | -16.4% | -8.3% |
| 6M | -3.2% | +46.7% | -50.0% | -13.7% |
| YTD | +31.5% | +118.6% | -87.1% | +3.8% |
| 1Y | +35.7% | +99.9% | -64.2% | +9.6% |
| 3Y | +323.5% | +210.5% | +113.0% | +196.5% |
| 5Y | +263.4% | +432.7% | -169.3% | +111.5% |
| 10Y | +1,598.5% | +717.1% | +881.4% | +692.0% |
| All | +12,629.9% | +9,101.0% | +3,528.9% | +2,630.7% |
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