+778.9%
VLO vs TAP
-47.7%
+826.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +6.8% | -6.3% | +13.1% | +9.6% |
| 30D | -17.9% | +2.7% | -20.6% | -19.4% |
| 3M | +13.5% | -3.7% | +17.3% | +14.2% |
| 6M | +53.0% | -2.0% | +55.1% | +51.4% |
| YTD | +133.7% | -12.3% | +146.1% | +140.8% |
| 1Y | +115.7% | -10.1% | +125.7% | +119.0% |
| 3Y | +231.9% | -25.3% | +257.2% | +257.7% |
| 5Y | +471.6% | -1.9% | +473.5% | +403.2% |
| All | +778.9% | -47.7% | +826.6% | +681.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling