+790.3%
VLO vs TCOM
+5.9%
+784.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +9.6% | -1.8% | +11.4% | +10.0% |
| 30D | -17.4% | +12.1% | -29.5% | -19.5% |
| 3M | +10.8% | -3.2% | +14.0% | +11.1% |
| 6M | +56.9% | -16.6% | +73.6% | +61.8% |
| YTD | +136.8% | -39.4% | +176.2% | +159.5% |
| 1Y | +120.7% | -41.5% | +162.2% | +143.9% |
| 3Y | +231.9% | +24.4% | +207.5% | +190.1% |
| 5Y | +479.0% | +41.6% | +437.4% | +351.9% |
| All | +790.3% | +5.9% | +784.5% | +573.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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