+790.3%
VLO vs TFC
+79.2%
+711.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.6% |
| 7D | +9.6% | +2.3% | +7.4% | +8.2% |
| 30D | -17.4% | +10.8% | -28.2% | -22.6% |
| 3M | +10.8% | -3.8% | +14.5% | +12.6% |
| 6M | +56.9% | +9.6% | +47.4% | +46.1% |
| YTD | +136.8% | +5.8% | +131.0% | +122.2% |
| 1Y | +120.7% | +16.2% | +104.5% | +94.9% |
| 3Y | +231.9% | +96.0% | +135.9% | +102.5% |
| 5Y | +479.0% | +1.7% | +477.3% | +418.2% |
| All | +790.3% | +79.2% | +711.1% | +441.1% |
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