+120.6%
VLO vs TSCO
-28.6%
+149.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.2% | -10.0% | -5.3% |
| 7D | -6.0% | +15.7% | -21.7% | -4.6% |
| 30D | -12.9% | +16.4% | -29.3% | -11.5% |
| 3M | +18.3% | +11.2% | +7.1% | +19.8% |
| 6M | +46.4% | +14.9% | +31.5% | +48.8% |
| YTD | +127.7% | -25.4% | +153.2% | +127.3% |
| 1Y | +120.6% | -29.4% | +150.0% | +121.0% |
| All | +120.6% | -28.6% | +149.3% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling