+217.8%
VLO vs TSN
+44.5%
+173.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -16.6% | +11.8% | -28.3% | -17.8% |
| 3M | +12.3% | +7.1% | +5.2% | +11.2% |
| 6M | +47.8% | -9.2% | +57.0% | +50.0% |
| YTD | +126.7% | +4.8% | +121.9% | +122.3% |
| 1Y | +105.4% | +11.6% | +93.7% | +98.1% |
| All | +217.8% | +44.5% | +173.4% | +183.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling