+148.3%
VLO vs TCOM
-46.8%
+195.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -1.1% |
| 7D | +4.0% | -6.5% | +10.5% | +3.1% |
| 30D | +19.0% | -16.2% | +35.2% | +16.5% |
| 3M | +50.0% | -19.3% | +69.3% | +46.2% |
| 6M | +79.1% | -27.2% | +106.4% | +73.5% |
| YTD | +140.3% | -46.2% | +186.5% | +129.7% |
| 1Y | +148.3% | -46.6% | +194.9% | +136.5% |
| All | +148.3% | -46.8% | +195.2% | +136.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling