+493.6%
VLO vs TXG
+7.8%
+485.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +9.6% | -1.8% | +11.5% | +9.7% |
| 30D | -17.4% | -20.4% | +3.0% | -16.6% |
| 3M | +10.8% | +0.1% | +10.7% | +9.9% |
| 6M | +56.9% | +176.2% | -119.2% | +45.4% |
| YTD | +136.8% | +256.8% | -120.0% | +113.5% |
| 1Y | +120.7% | +255.9% | -135.2% | +98.7% |
| 3Y | +231.9% | +60.2% | +171.7% | +201.5% |
| 5Y | +479.0% | -65.1% | +544.1% | +460.5% |
| All | +493.6% | +7.8% | +485.8% | +343.5% |
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