+148.5%
VLO vs TAP
-19.0%
+167.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +2.9% |
| 7D | +5.8% | -2.3% | +8.1% | +5.5% |
| 30D | +28.3% | -9.4% | +37.7% | +27.3% |
| 3M | +48.7% | -0.8% | +49.5% | +48.4% |
| 6M | +71.9% | -14.7% | +86.7% | +69.8% |
| YTD | +138.7% | -13.9% | +152.6% | +138.6% |
| 1Y | +148.5% | -18.6% | +167.1% | +135.6% |
| All | +148.5% | -19.0% | +167.4% | +135.6% |
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