+34,532.9%
VLO vs THC
+563.9%
+33,969.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.6% |
| 7D | -6.5% | +7.5% | -14.0% | -7.9% |
| 30D | -17.8% | +9.6% | -27.3% | -19.3% |
| 3M | +19.6% | +10.3% | +9.3% | +17.1% |
| 6M | +49.3% | +51.8% | -2.5% | +36.2% |
| YTD | +122.4% | +45.4% | +77.0% | +102.8% |
| 1Y | +107.4% | +40.8% | +66.6% | +89.9% |
| 3Y | +223.1% | +448.8% | -225.7% | +121.8% |
| 5Y | +432.2% | +263.4% | +168.8% | +277.6% |
| 10Y | +743.6% | +1,800.1% | -1,056.4% | +297.2% |
| All | +34,532.9% | +563.9% | +33,969.0% | +13,381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling