+120.6%
VLO vs TKO
+5.6%
+115.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.4% | -9.1% | -5.6% |
| 7D | -6.0% | +11.3% | -17.2% | -5.7% |
| 30D | -12.9% | +9.3% | -22.2% | -12.6% |
| 3M | +18.3% | +5.3% | +13.0% | +18.6% |
| 6M | +46.4% | +4.9% | +41.6% | +47.2% |
| YTD | +127.7% | -6.3% | +134.1% | +129.2% |
| 1Y | +120.6% | +4.9% | +115.7% | +119.7% |
| All | +120.6% | +5.6% | +115.0% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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