+37,658.8%
VLO vs TEVA
+6,991.7%
+30,667.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | +6.2% | -1.7% | +8.0% | +6.6% |
| 30D | +23.5% | +2.0% | +21.5% | +23.0% |
| 3M | +53.9% | +7.0% | +46.9% | +51.4% |
| 6M | +81.7% | +17.0% | +64.7% | +74.8% |
| YTD | +142.5% | +18.1% | +124.4% | +132.5% |
| 1Y | +145.4% | +87.2% | +58.2% | +114.3% |
| 3Y | +197.3% | +283.1% | -85.7% | +118.4% |
| 5Y | +614.6% | +298.4% | +316.2% | +405.5% |
| 10Y | +938.9% | -23.4% | +962.3% | +798.7% |
| All | +37,658.8% | +6,991.7% | +30,667.1% | +21,108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling