+231.9%
VLO vs THC
+423.7%
-191.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +9.6% | +1.0% | +8.7% | +9.5% |
| 30D | -17.4% | +5.3% | -22.7% | -17.7% |
| 3M | +10.8% | +7.1% | +3.7% | +10.1% |
| 6M | +56.9% | +46.0% | +10.9% | +51.0% |
| YTD | +136.8% | +43.9% | +92.8% | +126.2% |
| 1Y | +120.7% | +45.4% | +75.2% | +110.1% |
| 3Y | +231.9% | +421.3% | -189.4% | +138.2% |
| All | +231.9% | +423.7% | -191.8% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling