+924.9%
VLO vs TCOM
-9.8%
+934.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +5.3% | -4.9% | +10.2% | +6.4% |
| 30D | +18.2% | -14.4% | +32.6% | +22.1% |
| 3M | +53.3% | -17.7% | +71.0% | +58.9% |
| 6M | +70.4% | -25.1% | +95.5% | +79.6% |
| YTD | +143.4% | -45.7% | +189.1% | +173.7% |
| 1Y | +153.0% | -47.9% | +200.9% | +187.0% |
| 3Y | +195.0% | +8.9% | +186.0% | +165.9% |
| 5Y | +618.8% | +26.9% | +591.9% | +473.8% |
| All | +924.9% | -9.8% | +934.7% | +691.0% |
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