+328.6%
TMO vs VLO
+946.8%
-618.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.6% | +5.3% | -6.0% | -1.2% |
| 30D | +1.1% | +18.2% | -17.1% | -0.7% |
| 3M | +28.3% | +53.3% | -25.0% | +22.4% |
| 6M | +23.3% | +70.4% | -47.2% | +15.8% |
| YTD | +5.5% | +143.4% | -137.9% | -5.2% |
| 1Y | +24.5% | +153.0% | -128.4% | +11.3% |
| 3Y | +19.6% | +195.0% | -175.4% | +3.8% |
| 5Y | +8.1% | +618.8% | -610.6% | -14.8% |
| All | +328.6% | +946.8% | -618.2% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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