+143.6%
VLO vs TXG
+372.5%
-228.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +5.2% | +1.8% | +3.4% | +5.3% |
| 30D | +22.6% | +32.0% | -9.4% | +23.7% |
| 3M | +43.8% | +87.0% | -43.2% | +47.7% |
| 6M | +65.7% | +180.1% | -114.3% | +71.9% |
| YTD | +131.1% | +284.1% | -153.0% | +133.7% |
| 1Y | +143.6% | +361.7% | -218.0% | +143.9% |
| All | +143.6% | +372.5% | -228.8% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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