+192.7%
VLO vs TSN
+13.0%
+179.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.0% |
| 7D | +5.8% | -5.0% | +10.8% | +6.5% |
| 30D | +28.3% | -9.1% | +37.4% | +30.0% |
| 3M | +48.7% | -7.4% | +56.1% | +50.0% |
| 6M | +71.9% | -13.4% | +85.3% | +74.4% |
| YTD | +138.7% | -8.5% | +147.2% | +138.4% |
| 1Y | +148.5% | -3.2% | +151.6% | +144.5% |
| 3Y | +192.7% | +11.5% | +181.2% | +166.0% |
| All | +192.7% | +13.0% | +179.7% | +166.0% |
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