+855.3%
VLO vs TEL
+723.0%
+132.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.2% | +3.0% | +2.3% | +3.3% |
| 30D | +22.6% | -3.9% | +26.5% | +25.2% |
| 3M | +43.8% | -5.1% | +48.9% | +46.1% |
| 6M | +65.7% | +0.6% | +65.1% | +57.6% |
| YTD | +131.1% | -7.3% | +138.4% | +127.4% |
| 1Y | +143.6% | +1.1% | +142.5% | +125.0% |
| 3Y | +201.4% | +63.7% | +137.7% | +97.0% |
| 5Y | +568.9% | +50.7% | +518.2% | +343.1% |
| 10Y | +891.8% | +290.2% | +601.6% | +248.1% |
| All | +855.3% | +723.0% | +132.3% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling