+869.5%
VLO vs TPR
+325.8%
+543.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -2.3% | +7.5% | +5.9% |
| 30D | +22.6% | -23.0% | +45.6% | +31.5% |
| 3M | +43.8% | -12.5% | +56.2% | +47.3% |
| 6M | +65.7% | -21.4% | +87.2% | +73.0% |
| YTD | +131.1% | -3.5% | +134.6% | +124.1% |
| 1Y | +143.6% | +17.4% | +126.3% | +118.7% |
| 3Y | +201.4% | +291.3% | -89.9% | +66.8% |
| 5Y | +568.9% | +241.9% | +327.0% | +264.2% |
| All | +869.5% | +325.8% | +543.7% | +302.5% |
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