+922.6%
VLO vs TFC
+99.0%
+823.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +4.6% |
| 7D | +5.8% | +2.2% | +3.5% | +4.3% |
| 30D | +28.3% | -2.5% | +30.8% | +30.1% |
| 3M | +48.7% | +4.5% | +44.2% | +43.8% |
| 6M | +71.9% | +11.0% | +60.9% | +57.9% |
| YTD | +138.7% | +5.9% | +132.8% | +125.1% |
| 1Y | +148.5% | +14.6% | +133.9% | +121.9% |
| 3Y | +192.7% | +96.7% | +95.9% | +77.3% |
| 5Y | +601.6% | +15.6% | +586.0% | +469.6% |
| All | +922.6% | +99.0% | +823.6% | +418.8% |
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