+120.6%
VLO vs TSN
+19.9%
+100.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.4% | -11.1% | -5.5% |
| 7D | -6.0% | +8.4% | -14.4% | -5.7% |
| 30D | -12.9% | +16.1% | -29.0% | -12.4% |
| 3M | +18.3% | +3.2% | +15.2% | +18.6% |
| 6M | +46.4% | -11.1% | +57.6% | +46.3% |
| YTD | +127.7% | +5.1% | +122.7% | +124.4% |
| 1Y | +120.6% | +19.4% | +101.2% | +108.6% |
| All | +120.6% | +19.9% | +100.7% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling