+754.3%
VLO vs TPR
+378.8%
+375.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.2% |
| 7D | -0.4% | +6.4% | -6.9% | -2.4% |
| 30D | -16.6% | +13.8% | -30.3% | -20.2% |
| 3M | +12.3% | -16.6% | +28.9% | +16.9% |
| 6M | +47.8% | +0.7% | +47.2% | +43.8% |
| YTD | +126.7% | +5.3% | +121.4% | +112.8% |
| 1Y | +105.4% | +32.4% | +73.0% | +77.9% |
| 3Y | +222.0% | +406.4% | -184.4% | +62.2% |
| 5Y | +449.8% | +227.9% | +221.9% | +207.7% |
| 10Y | +754.3% | +371.7% | +382.6% | +240.5% |
| All | +754.3% | +378.8% | +375.5% | +240.5% |
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