+924.9%
VLO vs TNA
+86.1%
+838.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +5.3% | -7.3% | +12.6% | +7.7% |
| 30D | +18.2% | -14.2% | +32.4% | +23.6% |
| 3M | +53.3% | -4.6% | +57.9% | +54.1% |
| 6M | +70.4% | +36.9% | +33.5% | +48.0% |
| YTD | +143.4% | +42.5% | +100.8% | +106.8% |
| 1Y | +153.0% | +45.8% | +107.2% | +109.9% |
| 3Y | +195.0% | +104.7% | +90.3% | +91.2% |
| 5Y | +618.8% | -21.7% | +640.5% | +459.3% |
| All | +924.9% | +86.1% | +838.8% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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