+473.2%
VLO vs TPR
+230.3%
+243.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +9.6% | -0.3% | +9.9% | +9.7% |
| 30D | -17.4% | +15.1% | -32.5% | -18.8% |
| 3M | +10.8% | +3.5% | +7.2% | +10.2% |
| 6M | +56.9% | +0.4% | +56.5% | +55.1% |
| YTD | +136.8% | +4.6% | +132.2% | +129.8% |
| 1Y | +120.7% | +33.1% | +87.6% | +104.7% |
| 3Y | +231.9% | +396.0% | -164.1% | +134.6% |
| All | +473.2% | +230.3% | +243.0% | +349.5% |
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 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