+790.3%
VLO vs TSEM
+805.6%
-15.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.3% | +2.6% |
| 7D | +9.6% | +7.0% | +2.7% | +8.2% |
| 30D | -17.4% | -29.8% | +12.4% | -12.8% |
| 3M | +10.8% | -41.9% | +52.7% | +20.0% |
| 6M | +56.9% | -45.8% | +102.7% | +67.6% |
| YTD | +136.8% | +25.1% | +111.7% | +100.6% |
| 1Y | +120.7% | +48.2% | +72.4% | +78.4% |
| 3Y | +231.9% | +476.5% | -244.6% | +76.2% |
| 5Y | +479.0% | +301.4% | +177.6% | +228.0% |
| All | +790.3% | +805.6% | -15.3% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling