+23,552.8%
VLO vs TSEM
-26.5%
+23,579.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.3% | +2.0% |
| 7D | +9.6% | +7.0% | +2.7% | +8.8% |
| 30D | -17.4% | -29.8% | +12.4% | -14.8% |
| 3M | +10.8% | -41.9% | +52.7% | +16.0% |
| 6M | +56.9% | -45.8% | +102.7% | +63.2% |
| YTD | +136.8% | +25.1% | +111.7% | +122.0% |
| 1Y | +120.7% | +48.2% | +72.4% | +102.9% |
| 3Y | +231.9% | +476.5% | -244.6% | +159.9% |
| 5Y | +479.0% | +301.4% | +177.6% | +364.9% |
| 10Y | +792.2% | +812.9% | -20.7% | +551.2% |
| All | +23,552.8% | -26.5% | +23,579.3% | +14,894.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling