+195.5%
VLO vs THC
+244.5%
-49.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | +22.6% | +1.3% | +21.3% | +22.4% |
| 3M | +43.8% | +64.2% | -20.5% | +35.0% |
| 6M | +65.7% | +8.3% | +57.5% | +65.4% |
| YTD | +131.1% | +33.4% | +97.7% | +121.1% |
| 1Y | +143.6% | +37.7% | +106.0% | +130.8% |
| All | +195.5% | +244.5% | -49.0% | +134.8% |
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