+193.8%
VLO vs TXG
+41.0%
+152.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.4% |
| 7D | +6.2% | +9.1% | -2.9% | +5.7% |
| 30D | +23.5% | +14.9% | +8.6% | +22.4% |
| 3M | +53.9% | +120.0% | -66.1% | +46.2% |
| 6M | +81.7% | +221.8% | -140.1% | +66.6% |
| YTD | +142.5% | +312.6% | -170.1% | +116.3% |
| 1Y | +145.4% | +398.4% | -253.0% | +113.4% |
| All | +193.8% | +41.0% | +152.8% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling