+33,533.0%
VLO vs TAP
+821.1%
+32,711.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.3% |
| 7D | -13.3% | +0.5% | -13.8% | -13.7% |
| 30D | -18.3% | +9.1% | -27.5% | -20.3% |
| 3M | +14.3% | -3.8% | +18.1% | +14.7% |
| 6M | +47.6% | -3.4% | +51.1% | +47.5% |
| YTD | +116.0% | -10.6% | +126.6% | +118.9% |
| 1Y | +101.0% | -4.4% | +105.4% | +100.2% |
| 3Y | +199.0% | -24.4% | +223.4% | +211.8% |
| 5Y | +419.0% | +2.1% | +417.0% | +395.9% |
| 10Y | +778.2% | -48.7% | +826.9% | +845.3% |
| All | +33,533.0% | +821.1% | +32,711.9% | +22,832.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling