+473.2%
VLO vs TNA
-46.7%
+520.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +9.6% | +3.7% | +5.9% | +8.8% |
| 30D | -17.4% | +4.4% | -21.8% | -18.5% |
| 3M | +10.8% | -26.7% | +37.4% | +16.2% |
| 6M | +56.9% | -12.8% | +69.8% | +57.9% |
| YTD | +136.8% | +22.7% | +114.1% | +118.7% |
| 1Y | +120.7% | +35.7% | +85.0% | +98.8% |
| 3Y | +231.9% | +134.6% | +97.3% | +147.6% |
| All | +473.2% | -46.7% | +520.0% | +459.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling