+4,222.1%
VLO vs TNA
+1,004.3%
+3,217.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +22.6% | -4.9% | +27.5% | +24.3% |
| 3M | +43.8% | +0.4% | +43.4% | +41.6% |
| 6M | +65.7% | +32.5% | +33.2% | +44.5% |
| YTD | +131.1% | +53.7% | +77.4% | +90.7% |
| 1Y | +143.6% | +65.1% | +78.5% | +92.7% |
| 3Y | +201.4% | +98.4% | +102.9% | +96.3% |
| 5Y | +568.9% | -22.5% | +591.4% | +414.6% |
| 10Y | +891.8% | +82.5% | +809.3% | +330.2% |
| All | +4,222.1% | +1,004.3% | +3,217.7% | +486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling