+120.7%
VLO vs TCOM
-41.4%
+162.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.5% |
| 7D | +9.6% | -1.8% | +11.4% | +9.3% |
| 30D | -17.4% | +12.1% | -29.5% | -15.7% |
| 3M | +10.8% | -3.2% | +14.0% | +10.6% |
| 6M | +56.9% | -16.6% | +73.6% | +53.0% |
| YTD | +136.8% | -39.4% | +176.2% | +122.7% |
| 1Y | +120.7% | -41.5% | +162.2% | +110.3% |
| All | +120.7% | -41.4% | +162.1% | +110.3% |
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