+420.0%
VLO vs TAP
+2.0%
+418.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.6% |
| 7D | -13.3% | +0.5% | -13.8% | -13.6% |
| 30D | -18.3% | +9.1% | -27.5% | -19.8% |
| 3M | +14.3% | -3.8% | +18.1% | +14.6% |
| 6M | +47.6% | -3.4% | +51.1% | +47.5% |
| YTD | +116.0% | -10.6% | +126.6% | +118.6% |
| 1Y | +101.0% | -4.4% | +105.4% | +100.0% |
| 3Y | +199.0% | -24.4% | +223.4% | +213.6% |
| All | +420.0% | +2.0% | +418.0% | +354.0% |
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