+743.6%
VLO vs TAP
-49.5%
+793.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.5% |
| 7D | -6.5% | -7.8% | +1.3% | -3.4% |
| 30D | -17.8% | +7.1% | -24.9% | -20.7% |
| 3M | +19.6% | -7.0% | +26.6% | +22.0% |
| 6M | +49.3% | -3.8% | +53.1% | +48.9% |
| YTD | +122.4% | -11.7% | +134.1% | +128.4% |
| 1Y | +107.4% | -10.1% | +117.6% | +110.9% |
| 3Y | +223.1% | -23.7% | +246.8% | +244.6% |
| 5Y | +432.2% | +2.9% | +429.3% | +355.9% |
| 10Y | +743.6% | -49.5% | +793.1% | +673.2% |
| All | +743.6% | -49.5% | +793.1% | +673.2% |
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