+176.2%
VLO vs TEM
+47.5%
+128.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +5.3% | -8.7% | +14.0% | +5.7% |
| 30D | +18.2% | +8.1% | +10.2% | +17.6% |
| 3M | +53.3% | +19.0% | +34.3% | +51.4% |
| 6M | +70.4% | +12.0% | +58.4% | +68.2% |
| YTD | +143.4% | -0.1% | +143.4% | +141.3% |
| 1Y | +153.0% | -33.5% | +186.5% | +156.1% |
| All | +176.2% | +47.5% | +128.7% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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