+502.3%
VLO vs TXG
+22.9%
+479.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.8% |
| 7D | +4.0% | +5.0% | -1.0% | +3.7% |
| 30D | +19.0% | +13.5% | +5.5% | +18.0% |
| 3M | +50.0% | +128.0% | -78.1% | +41.9% |
| 6M | +79.1% | +224.4% | -145.3% | +64.4% |
| YTD | +140.3% | +307.0% | -166.7% | +116.3% |
| 1Y | +148.3% | +427.2% | -278.9% | +118.0% |
| 3Y | +194.6% | +40.2% | +154.5% | +171.2% |
| 5Y | +609.6% | -64.0% | +673.6% | +590.2% |
| All | +502.3% | +22.9% | +479.4% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling