+210.5%
VLO vs TSEM
+506.4%
-295.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | -9.5% | -9.5% | 0.0% | -8.9% |
| 30D | -19.1% | -35.5% | +16.3% | -16.9% |
| 3M | +11.4% | -41.6% | +52.9% | +14.9% |
| 6M | +46.7% | -30.1% | +76.8% | +46.2% |
| YTD | +118.6% | +25.7% | +92.9% | +96.1% |
| 1Y | +99.9% | +50.5% | +49.4% | +72.7% |
| 3Y | +210.5% | +501.7% | -291.2% | +106.8% |
| All | +210.5% | +506.4% | -295.9% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling