+408.2%
VLO vs TE
-80.5%
+488.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.4% |
| 7D | +9.6% | -19.1% | +28.7% | +10.6% |
| 30D | -17.4% | -34.1% | +16.7% | -16.0% |
| 3M | +10.8% | -60.1% | +70.9% | +15.0% |
| 6M | +56.9% | -66.0% | +122.9% | +61.4% |
| YTD | +136.8% | -71.4% | +208.2% | +142.6% |
| 1Y | +120.7% | -45.3% | +165.9% | +115.9% |
| 3Y | +231.9% | +9.1% | +222.8% | +184.2% |
| 5Y | +479.0% | -82.6% | +561.6% | +459.4% |
| All | +408.2% | -80.5% | +488.7% | +309.5% |
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