+120.6%
VLO vs TFC
+20.8%
+99.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.0% | -8.7% | -5.5% |
| 7D | -6.0% | +5.1% | -11.0% | -5.6% |
| 30D | -12.9% | +9.8% | -22.7% | -12.3% |
| 3M | +18.3% | -2.4% | +20.8% | +18.6% |
| 6M | +46.4% | +4.9% | +41.5% | +47.7% |
| YTD | +127.7% | +6.6% | +121.2% | +132.7% |
| 1Y | +120.6% | +21.3% | +99.3% | +111.4% |
| All | +120.6% | +20.8% | +99.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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