+153.0%
VLO vs TDY
+10.5%
+142.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +5.3% | -1.1% | +6.4% | +5.4% |
| 30D | +18.2% | -12.0% | +30.3% | +19.0% |
| 3M | +53.3% | -3.2% | +56.5% | +53.1% |
| 6M | +70.4% | -7.9% | +78.3% | +72.0% |
| YTD | +143.4% | +18.2% | +125.2% | +134.6% |
| 1Y | +153.0% | +6.7% | +146.3% | +139.8% |
| All | +153.0% | +10.5% | +142.5% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling