+148.5%
VLO vs THC
+32.5%
+116.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.5% | +3.1% |
| 7D | +5.8% | -2.6% | +8.3% | +5.6% |
| 30D | +28.3% | -1.2% | +29.5% | +28.3% |
| 3M | +48.7% | +58.9% | -10.2% | +52.8% |
| 6M | +71.9% | +9.3% | +62.6% | +79.2% |
| YTD | +138.7% | +30.4% | +108.3% | +141.3% |
| 1Y | +148.5% | +34.6% | +113.9% | +150.1% |
| All | +148.5% | +32.5% | +116.0% | +150.1% |
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