+560.5%
VLO vs TFC
+16.2%
+544.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | +2.4% | +2.8% | +4.2% |
| 30D | +22.6% | -1.3% | +23.9% | +23.1% |
| 3M | +43.8% | +6.1% | +37.7% | +40.2% |
| 6M | +65.7% | +7.3% | +58.4% | +59.6% |
| YTD | +131.1% | +8.2% | +122.9% | +121.6% |
| 1Y | +143.6% | +14.4% | +129.2% | +127.7% |
| 3Y | +201.4% | +93.7% | +107.7% | +127.9% |
| All | +560.5% | +16.2% | +544.3% | +479.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling