+911.8%
VLO vs TGT
+207.2%
+704.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +4.0% | -5.0% | +9.0% | +5.2% |
| 30D | +19.0% | +3.0% | +15.9% | +18.0% |
| 3M | +50.0% | +22.6% | +27.4% | +42.5% |
| 6M | +79.1% | +31.2% | +47.9% | +66.6% |
| YTD | +140.3% | +63.7% | +76.6% | +111.5% |
| 1Y | +148.3% | +78.5% | +69.8% | +113.4% |
| 3Y | +194.6% | +40.5% | +154.1% | +158.6% |
| 5Y | +609.6% | -25.6% | +635.2% | +614.1% |
| All | +911.8% | +207.2% | +704.6% | +566.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling