+231.9%
VLO vs TGT
+66.9%
+165.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +9.6% | +2.6% | +7.0% | +9.2% |
| 30D | -17.4% | +4.7% | -22.1% | -18.0% |
| 3M | +10.8% | +4.6% | +6.2% | +9.8% |
| 6M | +56.9% | +34.9% | +22.1% | +48.7% |
| YTD | +136.8% | +70.9% | +65.9% | +113.0% |
| 1Y | +120.7% | +84.4% | +36.3% | +95.3% |
| 3Y | +231.9% | +69.1% | +162.8% | +195.8% |
| All | +231.9% | +66.9% | +165.0% | +195.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling