+717.1%
VLO vs TFC
+82.1%
+635.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -9.5% | +1.7% | -11.2% | -10.5% |
| 30D | -19.1% | +9.0% | -28.1% | -23.6% |
| 3M | +11.4% | -2.1% | +13.5% | +12.1% |
| 6M | +46.7% | +3.4% | +43.4% | +41.5% |
| YTD | +118.6% | +5.3% | +113.3% | +105.8% |
| 1Y | +99.9% | +16.2% | +83.7% | +76.6% |
| 3Y | +210.5% | +94.8% | +115.7% | +90.2% |
| 5Y | +432.7% | -0.7% | +433.3% | +385.3% |
| 10Y | +717.1% | +80.9% | +636.2% | +409.8% |
| All | +717.1% | +82.1% | +635.1% | +409.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling