+473.2%
VLO vs TSN
-14.8%
+488.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +9.6% | -1.4% | +11.1% | +9.9% |
| 30D | -17.4% | +8.5% | -25.9% | -18.8% |
| 3M | +10.8% | +5.3% | +5.5% | +9.4% |
| 6M | +56.9% | -10.5% | +67.4% | +60.1% |
| YTD | +136.8% | +3.0% | +133.8% | +132.3% |
| 1Y | +120.7% | +12.1% | +108.5% | +111.5% |
| 3Y | +231.9% | +43.1% | +188.8% | +194.3% |
| All | +473.2% | -14.8% | +488.1% | +456.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling