+195.0%
VLO vs TSCO
-19.8%
+214.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +5.3% | -5.7% | +11.0% | +6.0% |
| 30D | +18.2% | -8.8% | +27.0% | +19.5% |
| 3M | +53.3% | +6.3% | +47.0% | +51.9% |
| 6M | +70.4% | -32.3% | +102.7% | +81.2% |
| YTD | +143.4% | -32.7% | +176.1% | +158.3% |
| 1Y | +153.0% | -43.7% | +196.7% | +180.2% |
| 3Y | +195.0% | -19.7% | +214.6% | +176.0% |
| All | +195.0% | -19.8% | +214.8% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling