+162.3%
VLO vs TEM
+61.6%
+100.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | +0.9% | +4.3% | +5.2% |
| 30D | +22.6% | +38.4% | -15.8% | +20.6% |
| 3M | +43.8% | +23.7% | +20.1% | +41.8% |
| 6M | +65.7% | +26.0% | +39.8% | +62.8% |
| YTD | +131.1% | +9.4% | +121.7% | +128.3% |
| 1Y | +143.6% | -17.3% | +160.9% | +143.7% |
| All | +162.3% | +61.6% | +100.7% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling