+35,889.1%
VLO vs TAP
+825.0%
+35,064.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +5.2% | -2.3% | +7.5% | +5.8% |
| 30D | +22.6% | -2.1% | +24.7% | +23.0% |
| 3M | +43.8% | +6.6% | +37.2% | +40.9% |
| 6M | +65.7% | -11.5% | +77.2% | +69.5% |
| YTD | +131.1% | -10.3% | +141.4% | +135.0% |
| 1Y | +143.6% | -14.4% | +158.0% | +149.6% |
| 3Y | +201.4% | -28.3% | +229.7% | +219.4% |
| 5Y | +568.9% | +1.7% | +567.2% | +541.9% |
| 10Y | +891.8% | -49.2% | +941.0% | +973.4% |
| All | +35,889.1% | +825.0% | +35,064.1% | +24,512.4% |
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