+13,634.3%
TSM vs VLO
+9,626.0%
+4,008.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +2.7% | +5.2% | -2.5% | +1.4% |
| 30D | +3.6% | +22.6% | -19.0% | -1.9% |
| 3M | -3.4% | +43.8% | -47.1% | -12.6% |
| 6M | +20.6% | +65.7% | -45.1% | +3.8% |
| YTD | +41.9% | +131.1% | -89.2% | +11.1% |
| 1Y | +84.4% | +143.6% | -59.3% | +41.9% |
| 3Y | +380.2% | +201.4% | +178.8% | +240.4% |
| 5Y | +275.3% | +568.9% | -293.6% | +106.0% |
| 10Y | +1,751.4% | +891.8% | +859.6% | +720.5% |
| All | +13,634.3% | +9,626.0% | +4,008.4% | +2,821.3% |
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