+6,483.8%
VLO vs TCOM
+2,694.8%
+3,789.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +5.2% | -9.5% | +14.7% | +7.5% |
| 30D | +22.6% | -10.7% | +33.3% | +25.6% |
| 3M | +43.8% | -14.6% | +58.4% | +48.0% |
| 6M | +65.7% | -19.3% | +85.1% | +72.0% |
| YTD | +131.1% | -42.9% | +174.0% | +157.2% |
| 1Y | +143.6% | -43.8% | +187.4% | +171.8% |
| 3Y | +201.4% | +2.1% | +199.3% | +180.5% |
| 5Y | +568.9% | +31.2% | +537.7% | +441.1% |
| 10Y | +891.8% | -13.9% | +905.7% | +743.3% |
| All | +6,483.8% | +2,694.8% | +3,789.1% | +2,494.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling