+900.2%
VLO vs TAP
-52.1%
+952.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +5.0% |
| 7D | +5.8% | -2.3% | +8.1% | +6.7% |
| 30D | +28.3% | -9.4% | +37.7% | +33.4% |
| 3M | +48.7% | -0.8% | +49.5% | +47.7% |
| 6M | +71.9% | -14.7% | +86.7% | +81.7% |
| YTD | +138.7% | -13.9% | +152.6% | +149.7% |
| 1Y | +148.5% | -18.6% | +167.1% | +164.9% |
| 3Y | +192.7% | -32.0% | +224.7% | +232.4% |
| 5Y | +601.6% | -1.0% | +602.6% | +517.0% |
| 10Y | +900.2% | -51.4% | +951.5% | +819.8% |
| All | +900.2% | -52.1% | +952.3% | +819.8% |
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 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