+560.5%
VLO vs TAP
+2.2%
+558.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +5.2% | -2.3% | +7.5% | +5.6% |
| 30D | +22.6% | -2.1% | +24.7% | +22.9% |
| 3M | +43.8% | +6.6% | +37.2% | +41.2% |
| 6M | +65.7% | -11.5% | +77.2% | +69.3% |
| YTD | +131.1% | -10.3% | +141.4% | +134.6% |
| 1Y | +143.6% | -14.4% | +158.0% | +149.8% |
| 3Y | +201.4% | -28.3% | +229.7% | +222.0% |
| All | +560.5% | +2.2% | +558.3% | +480.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling