+8,131.0%
TMO vs VLO
+37,658.8%
-29,527.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -0.5% | +6.2% | -6.7% | -1.6% |
| 30D | +1.0% | +23.5% | -22.5% | -3.1% |
| 3M | +22.7% | +53.9% | -31.1% | +12.4% |
| 6M | +19.0% | +81.7% | -62.7% | +4.9% |
| YTD | +4.7% | +142.5% | -137.7% | -13.1% |
| 1Y | +26.0% | +145.4% | -119.4% | +4.0% |
| 3Y | +18.0% | +197.3% | -179.3% | -7.8% |
| 5Y | +8.0% | +614.6% | -606.6% | -31.4% |
| 10Y | +333.8% | +938.9% | -605.1% | +128.6% |
| All | +8,131.0% | +37,658.8% | -29,527.8% | +1,644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling