+471.6%
VLO vs TCOM
+40.9%
+430.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +6.8% | -1.4% | +8.1% | +6.9% |
| 30D | -17.9% | +11.5% | -29.4% | -18.7% |
| 3M | +13.5% | -5.2% | +18.7% | +13.9% |
| 6M | +53.0% | -16.9% | +70.0% | +55.2% |
| YTD | +133.7% | -39.9% | +173.6% | +144.1% |
| 1Y | +115.7% | -42.1% | +157.7% | +126.1% |
| 3Y | +231.9% | +28.0% | +203.9% | +214.4% |
| 5Y | +471.6% | +40.4% | +431.2% | +468.4% |
| All | +471.6% | +40.9% | +430.6% | +468.4% |
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