+396.0%
VLO vs TE
-53.0%
+449.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +5.2% | -4.0% | +9.2% | +5.4% |
| 30D | +22.6% | -15.9% | +38.5% | +23.4% |
| 3M | +43.8% | -60.5% | +104.3% | +49.4% |
| 6M | +65.7% | -35.2% | +101.0% | +65.5% |
| YTD | +131.1% | -31.1% | +162.2% | +128.3% |
| 1Y | +143.6% | +148.6% | -5.0% | +116.6% |
| 3Y | +201.4% | -26.4% | +227.8% | +175.8% |
| 5Y | +568.9% | -48.0% | +616.9% | +502.6% |
| All | +396.0% | -53.0% | +449.0% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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