+115.7%
VLO vs TFC
+14.6%
+101.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.0% |
| 7D | +6.8% | +0.1% | +6.7% | +6.7% |
| 30D | -17.9% | +8.6% | -26.5% | -17.4% |
| 3M | +13.5% | -4.3% | +17.9% | +13.6% |
| 6M | +53.0% | +5.4% | +47.6% | +54.3% |
| YTD | +133.7% | +4.5% | +129.2% | +137.8% |
| 1Y | +115.7% | +14.0% | +101.7% | +109.0% |
| All | +115.7% | +14.6% | +101.1% | +109.0% |
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