+743.6%
VLO vs THC
+1,325.8%
-582.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.5% |
| 7D | -6.5% | +7.5% | -14.0% | -8.3% |
| 30D | -17.8% | +9.6% | -27.3% | -19.7% |
| 3M | +19.6% | +10.3% | +9.3% | +16.4% |
| 6M | +49.3% | +51.8% | -2.5% | +32.9% |
| YTD | +122.4% | +45.4% | +77.0% | +97.7% |
| 1Y | +107.4% | +40.8% | +66.6% | +85.4% |
| 3Y | +223.1% | +448.8% | -225.7% | +95.4% |
| 5Y | +432.2% | +263.4% | +168.8% | +236.0% |
| 10Y | +743.6% | +1,800.1% | -1,056.4% | +237.7% |
| All | +743.6% | +1,325.8% | -582.1% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling