+35,889.1%
VLO vs TSN
+890.5%
+34,998.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +5.2% | -6.3% | +11.5% | +6.9% |
| 30D | +22.6% | -10.8% | +33.4% | +26.0% |
| 3M | +43.8% | -8.8% | +52.5% | +46.6% |
| 6M | +65.7% | -16.8% | +82.6% | +72.4% |
| YTD | +131.1% | -10.0% | +141.1% | +135.0% |
| 1Y | +143.6% | -5.3% | +148.9% | +144.0% |
| 3Y | +201.4% | +8.5% | +192.9% | +188.5% |
| 5Y | +568.9% | -22.9% | +591.8% | +590.9% |
| 10Y | +891.8% | -12.6% | +904.4% | +874.0% |
| All | +35,889.1% | +890.5% | +34,998.6% | +18,671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling