+35,208.6%
VLO vs TFC
+2,523.9%
+32,684.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.4% | -1.2% | +0.8% | +0.1% |
| 30D | -16.6% | +7.8% | -24.3% | -19.3% |
| 3M | +12.3% | -3.0% | +15.3% | +13.2% |
| 6M | +47.8% | +5.8% | +42.0% | +43.2% |
| YTD | +126.7% | +5.3% | +121.4% | +118.4% |
| 1Y | +105.4% | +15.7% | +89.7% | +90.3% |
| 3Y | +222.0% | +94.8% | +127.2% | +138.9% |
| 5Y | +449.8% | 0.0% | +449.8% | +413.5% |
| 10Y | +754.3% | +79.0% | +675.3% | +548.0% |
| All | +35,208.6% | +2,523.9% | +32,684.7% | +18,037.8% |
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