+35,889.1%
VLO vs THC
+508.9%
+35,380.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.2% |
| 3M | +43.8% | +64.2% | -20.5% | +29.7% |
| 6M | +65.7% | +8.3% | +57.5% | +60.8% |
| YTD | +131.1% | +33.4% | +97.7% | +114.7% |
| 1Y | +143.6% | +37.7% | +106.0% | +124.1% |
| 3Y | +201.4% | +236.8% | -35.4% | +127.3% |
| 5Y | +568.9% | +249.3% | +319.6% | +377.7% |
| 10Y | +891.8% | +995.2% | -103.4% | +407.2% |
| All | +35,889.1% | +508.9% | +35,380.2% | +14,176.2% |
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