+35,889.1%
VLO vs TFC
+2,596.5%
+33,292.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.2% |
| 3M | +43.8% | +6.1% | +37.7% | +40.0% |
| 6M | +65.7% | +7.3% | +58.4% | +59.2% |
| YTD | +131.1% | +8.2% | +122.9% | +121.0% |
| 1Y | +143.6% | +14.4% | +129.2% | +127.2% |
| 3Y | +201.4% | +93.7% | +107.7% | +123.9% |
| 5Y | +568.9% | +16.4% | +552.5% | +490.1% |
| 10Y | +891.8% | +101.6% | +790.2% | +625.7% |
| All | +35,889.1% | +2,596.5% | +33,292.6% | +18,255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling