+420.0%
VLO vs TPR
+253.5%
+166.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | -13.3% | +14.2% | -27.5% | -14.6% |
| 30D | -18.3% | +17.1% | -35.4% | -19.8% |
| 3M | +14.3% | -17.7% | +32.1% | +16.5% |
| 6M | +47.6% | -10.2% | +57.8% | +48.1% |
| YTD | +116.0% | +4.9% | +111.1% | +109.6% |
| 1Y | +101.0% | +36.1% | +64.9% | +85.7% |
| 3Y | +199.0% | +416.5% | -217.4% | +110.7% |
| All | +420.0% | +253.5% | +166.4% | +289.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling