+601.6%
VLO vs TSEM
+657.2%
-55.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.4% |
| 7D | +5.8% | +10.4% | -4.7% | +4.9% |
| 30D | +28.3% | -12.9% | +41.3% | +29.5% |
| 3M | +48.7% | -9.2% | +57.9% | +48.2% |
| 6M | +71.9% | +98.8% | -26.9% | +54.0% |
| YTD | +138.7% | +87.2% | +51.5% | +113.9% |
| 1Y | +148.5% | +239.0% | -90.5% | +103.9% |
| 3Y | +192.7% | +679.5% | -486.8% | +112.6% |
| 5Y | +601.6% | +667.3% | -65.6% | +417.1% |
| All | +601.6% | +657.2% | -55.6% | +417.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling