+924.9%
VLO vs TEL
+316.2%
+608.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | -0.8% |
| 7D | +5.3% | +1.6% | +3.7% | +4.3% |
| 30D | +18.2% | -0.7% | +18.9% | +18.3% |
| 3M | +53.3% | +2.4% | +50.9% | +49.3% |
| 6M | +70.4% | +4.1% | +66.3% | +58.5% |
| YTD | +143.4% | -5.8% | +149.2% | +137.2% |
| 1Y | +153.0% | +0.9% | +152.1% | +133.4% |
| 3Y | +195.0% | +72.6% | +122.4% | +79.5% |
| 5Y | +618.8% | +57.5% | +561.2% | +344.8% |
| All | +924.9% | +316.2% | +608.7% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling