+143.6%
VLO vs TEVA
+93.8%
+49.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +22.6% | +4.7% | +17.9% | +23.0% |
| 3M | +43.8% | +5.6% | +38.2% | +44.4% |
| 6M | +65.7% | +10.5% | +55.3% | +67.6% |
| YTD | +131.1% | +16.5% | +114.6% | +133.2% |
| 1Y | +143.6% | +96.8% | +46.9% | +143.4% |
| All | +143.6% | +93.8% | +49.8% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling