+99.9%
VLO vs TFC
+16.8%
+83.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.5% | +1.7% | -11.2% | -9.4% |
| 30D | -19.1% | +9.0% | -28.1% | -18.7% |
| 3M | +11.4% | -2.1% | +13.5% | +11.5% |
| 6M | +46.7% | +3.4% | +43.4% | +47.8% |
| YTD | +118.6% | +5.3% | +113.3% | +122.7% |
| 1Y | +99.9% | +16.2% | +83.7% | +91.2% |
| All | +99.9% | +16.8% | +83.1% | +91.2% |
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