+175.2%
VLO vs TEM
+53.2%
+122.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +1.8% |
| 7D | +6.2% | -1.1% | +7.3% | +6.3% |
| 30D | +23.5% | +11.3% | +12.2% | +22.7% |
| 3M | +53.9% | +25.5% | +28.3% | +51.6% |
| 6M | +81.7% | +17.1% | +64.5% | +79.0% |
| YTD | +142.5% | +3.8% | +138.7% | +140.0% |
| 1Y | +145.4% | -24.4% | +169.8% | +146.6% |
| All | +175.2% | +53.2% | +122.0% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling