+14,857.4%
VLO vs TDY
+7,071.3%
+7,786.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.6% |
| 7D | +5.8% | -0.9% | +6.7% | +6.0% |
| 30D | +28.3% | -12.5% | +40.8% | +33.6% |
| 3M | +48.7% | -1.2% | +49.9% | +48.8% |
| 6M | +71.9% | -6.6% | +78.5% | +74.0% |
| YTD | +138.7% | +18.5% | +120.2% | +124.1% |
| 1Y | +148.5% | +10.8% | +137.7% | +137.5% |
| 3Y | +192.7% | +47.5% | +145.2% | +154.0% |
| 5Y | +601.6% | +35.8% | +565.8% | +517.0% |
| 10Y | +900.2% | +459.0% | +441.2% | +514.7% |
| All | +14,857.4% | +7,071.3% | +7,786.0% | +7,201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling