+560.5%
VLO vs TPR
+239.8%
+320.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -2.3% | +7.5% | +5.5% |
| 30D | +22.6% | -23.0% | +45.6% | +26.1% |
| 3M | +43.8% | -12.5% | +56.2% | +45.0% |
| 6M | +65.7% | -21.4% | +87.2% | +69.0% |
| YTD | +131.1% | -3.5% | +134.6% | +126.6% |
| 1Y | +143.6% | +17.4% | +126.3% | +129.0% |
| 3Y | +201.4% | +291.3% | -89.9% | +119.9% |
| All | +560.5% | +239.8% | +320.7% | +390.6% |
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 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