+22,985.5%
VLO vs TSEM
+11.3%
+22,974.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -0.8% |
| 7D | +5.2% | +6.9% | -1.7% | +4.4% |
| 30D | +22.6% | +5.3% | +17.3% | +21.6% |
| 3M | +43.8% | -14.9% | +58.7% | +44.3% |
| 6M | +65.7% | +80.0% | -14.3% | +51.6% |
| YTD | +131.1% | +89.4% | +41.7% | +109.3% |
| 1Y | +143.6% | +253.1% | -109.5% | +105.5% |
| 3Y | +201.4% | +642.1% | -440.7% | +131.7% |
| 5Y | +568.9% | +659.1% | -90.2% | +406.3% |
| 10Y | +891.8% | +1,291.4% | -399.6% | +598.7% |
| All | +22,985.5% | +11.3% | +22,974.2% | +14,039.3% |
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