+614.6%
VLO vs TCOM
+25.9%
+588.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.9% |
| 7D | +6.2% | -10.2% | +16.4% | +7.2% |
| 30D | +23.5% | -16.8% | +40.3% | +25.5% |
| 3M | +53.9% | -16.7% | +70.5% | +56.0% |
| 6M | +81.7% | -27.1% | +108.7% | +86.3% |
| YTD | +142.5% | -45.5% | +188.0% | +155.7% |
| 1Y | +145.4% | -45.9% | +191.3% | +158.9% |
| 3Y | +197.3% | +9.8% | +187.6% | +185.7% |
| 5Y | +614.6% | +23.8% | +590.8% | +597.0% |
| All | +614.6% | +25.9% | +588.7% | +597.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling