+33,533.0%
VLO vs TFC
+2,478.0%
+31,055.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.0% |
| 7D | -13.3% | +1.2% | -14.5% | -13.9% |
| 30D | -18.3% | +8.3% | -26.6% | -21.1% |
| 3M | +14.3% | -5.2% | +19.5% | +16.3% |
| 6M | +47.6% | -0.8% | +48.4% | +46.7% |
| YTD | +116.0% | +3.4% | +112.5% | +109.5% |
| 1Y | +101.0% | +17.0% | +84.0% | +85.3% |
| 3Y | +199.0% | +86.2% | +112.9% | +125.9% |
| 5Y | +419.0% | -2.3% | +421.3% | +389.2% |
| 10Y | +778.2% | +93.9% | +684.3% | +550.3% |
| All | +33,533.0% | +2,478.0% | +31,055.0% | +17,297.3% |
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