+588.7%
VLO vs TDY
+39.0%
+549.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +5.3% | -1.1% | +6.4% | +5.7% |
| 30D | +18.2% | -12.0% | +30.3% | +22.8% |
| 3M | +53.3% | -3.2% | +56.5% | +54.3% |
| 6M | +70.4% | -7.9% | +78.3% | +73.5% |
| YTD | +143.4% | +18.2% | +125.2% | +126.0% |
| 1Y | +153.0% | +6.7% | +146.3% | +143.0% |
| 3Y | +195.0% | +47.5% | +147.4% | +150.2% |
| All | +588.7% | +39.0% | +549.7% | +473.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling