+924.9%
VLO vs TD
+306.3%
+618.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.7% |
| 7D | +5.3% | -0.5% | +5.9% | +5.8% |
| 30D | +18.2% | -1.9% | +20.1% | +19.9% |
| 3M | +53.3% | +4.8% | +48.6% | +45.7% |
| 6M | +70.4% | +28.0% | +42.4% | +32.3% |
| YTD | +143.4% | +30.3% | +113.1% | +85.6% |
| 1Y | +153.0% | +59.8% | +93.2% | +58.1% |
| 3Y | +195.0% | +124.7% | +70.3% | +27.8% |
| 5Y | +618.8% | +127.0% | +491.8% | +195.9% |
| All | +924.9% | +306.3% | +618.6% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling