+81.7%
VLO vs TDY
-7.1%
+88.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.3% |
| 7D | +6.2% | -1.8% | +8.1% | +5.9% |
| 30D | +23.5% | -13.8% | +37.3% | +20.2% |
| 3M | +53.9% | -3.9% | +57.7% | +52.7% |
| 6M | +81.7% | -9.0% | +90.7% | +77.7% |
| All | +81.7% | -7.1% | +88.8% | +77.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling