+157.3%
VLO vs TEM
+98.6%
+58.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.8% |
| 7D | -0.4% | +5.1% | -5.5% | -0.7% |
| 30D | -16.6% | +16.8% | -33.4% | -17.2% |
| 3M | +12.3% | +42.6% | -30.3% | +10.1% |
| 6M | +47.8% | +63.9% | -16.1% | +43.5% |
| YTD | +126.7% | +34.5% | +92.2% | +121.5% |
| 1Y | +105.4% | +11.0% | +94.4% | +102.7% |
| All | +157.3% | +98.6% | +58.7% | +139.6% |
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