+8,679.4%
VLO vs TPR
+8,206.4%
+473.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | +12.1% | -21.6% | -12.9% |
| 30D | -19.1% | +16.7% | -35.8% | -23.3% |
| 3M | +11.4% | -17.4% | +28.7% | +16.3% |
| 6M | +46.7% | +2.3% | +44.5% | +42.1% |
| YTD | +118.6% | +7.1% | +111.5% | +104.7% |
| 1Y | +99.9% | +29.5% | +70.4% | +75.5% |
| 3Y | +210.5% | +415.0% | -204.6% | +64.5% |
| 5Y | +432.7% | +261.5% | +171.2% | +200.0% |
| 10Y | +717.1% | +383.3% | +333.8% | +271.9% |
| All | +8,679.4% | +8,206.4% | +473.0% | +2,178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling