+938.9%
VLO vs TSEM
+1,283.8%
-345.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +6.2% | +4.7% | +1.5% | +5.2% |
| 30D | +23.5% | -14.2% | +37.7% | +26.6% |
| 3M | +53.9% | -5.0% | +58.9% | +51.2% |
| 6M | +81.7% | +87.6% | -5.9% | +47.2% |
| YTD | +142.5% | +84.4% | +58.0% | +94.6% |
| 1Y | +145.4% | +235.4% | -90.0% | +66.7% |
| 3Y | +197.3% | +668.0% | -470.7% | +53.9% |
| 5Y | +614.6% | +644.7% | -30.1% | +251.5% |
| 10Y | +938.9% | +1,326.7% | -387.8% | +277.7% |
| All | +938.9% | +1,283.8% | -345.0% | +277.7% |
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