+1,210.7%
VLO vs TDG
+13,063.4%
-11,852.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.7% | +4.0% |
| 7D | +5.8% | -0.9% | +6.7% | +6.2% |
| 30D | +28.3% | -6.5% | +34.9% | +32.8% |
| 3M | +48.7% | -5.1% | +53.8% | +50.8% |
| 6M | +71.9% | -11.5% | +83.4% | +77.7% |
| YTD | +138.7% | -13.9% | +152.6% | +148.2% |
| 1Y | +148.5% | -11.5% | +159.9% | +153.8% |
| 3Y | +192.7% | +53.7% | +139.0% | +110.4% |
| 5Y | +601.6% | +135.5% | +466.1% | +279.3% |
| 10Y | +900.2% | +535.2% | +365.0% | +195.8% |
| All | +1,210.7% | +13,063.4% | -11,852.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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