+227.7%
VLO vs TCOM
+25.6%
+202.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.1% |
| 7D | +6.8% | -1.4% | +8.1% | +6.8% |
| 30D | -17.9% | +11.5% | -29.4% | -18.4% |
| 3M | +13.5% | -5.2% | +18.7% | +13.9% |
| 6M | +53.0% | -16.9% | +70.0% | +54.8% |
| YTD | +133.7% | -39.9% | +173.6% | +143.3% |
| 1Y | +115.7% | -42.1% | +157.7% | +125.5% |
| All | +227.7% | +25.6% | +202.1% | +219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling