+419.8%
TXN vs VLO
+946.8%
-527.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.5% |
| 7D | +4.0% | +5.3% | -1.3% | +2.7% |
| 30D | -2.9% | +18.2% | -21.1% | -6.6% |
| 3M | -9.1% | +53.3% | -62.4% | -18.0% |
| 6M | +36.6% | +70.4% | -33.8% | +19.2% |
| YTD | +57.5% | +143.4% | -85.9% | +25.0% |
| 1Y | +49.5% | +153.0% | -103.5% | +17.1% |
| 3Y | +76.5% | +195.0% | -118.4% | +30.5% |
| 5Y | +62.4% | +618.8% | -556.4% | -7.7% |
| All | +419.8% | +946.8% | -527.0% | +165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling