+120.6%
VLO vs THC
+46.1%
+74.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +9.6% | -15.3% | -4.7% |
| 7D | -6.0% | +8.8% | -14.8% | -5.0% |
| 30D | -12.9% | +12.6% | -25.5% | -11.6% |
| 3M | +18.3% | +15.4% | +3.0% | +20.5% |
| 6M | +46.4% | +57.7% | -11.2% | +54.1% |
| YTD | +127.7% | +47.1% | +80.7% | +135.5% |
| 1Y | +120.6% | +40.7% | +79.9% | +128.3% |
| All | +120.6% | +46.1% | +74.5% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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