+24.5%
TMO vs VLO
+152.2%
-127.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.2% |
| 7D | -0.6% | +5.3% | -6.0% | -0.2% |
| 30D | +1.1% | +18.2% | -17.1% | +2.6% |
| 3M | +28.3% | +53.3% | -25.0% | +32.4% |
| 6M | +23.3% | +70.4% | -47.2% | +27.5% |
| YTD | +5.5% | +143.4% | -137.9% | +7.5% |
| 1Y | +24.5% | +153.0% | -128.4% | +31.8% |
| All | +24.5% | +152.2% | -127.7% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling