+120.6%
VLO vs TAP
+4.4%
+116.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.0% | -8.8% | -5.6% |
| 7D | -6.0% | +9.9% | -15.9% | -5.6% |
| 30D | -12.9% | +18.1% | -31.0% | -12.5% |
| 3M | +18.3% | +3.2% | +15.1% | +18.2% |
| 6M | +46.4% | +8.4% | +38.0% | +46.0% |
| YTD | +127.7% | -4.4% | +132.2% | +129.3% |
| 1Y | +120.6% | +3.2% | +117.4% | +118.8% |
| All | +120.6% | +4.4% | +116.3% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling