+768.4%
VLO vs TPR
+383.4%
+385.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.1% |
| 7D | -13.3% | +14.2% | -27.5% | -17.0% |
| 30D | -18.3% | +17.1% | -35.4% | -22.5% |
| 3M | +14.3% | -17.7% | +32.1% | +19.5% |
| 6M | +47.6% | -10.2% | +57.8% | +48.5% |
| YTD | +116.0% | +4.9% | +111.1% | +102.9% |
| 1Y | +101.0% | +36.1% | +64.9% | +72.2% |
| 3Y | +199.0% | +416.5% | -217.4% | +49.3% |
| 5Y | +419.0% | +254.8% | +164.3% | +179.9% |
| All | +768.4% | +383.4% | +385.0% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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