+924.9%
VLO vs TKO
+989.7%
-64.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.3% | +2.3% | +3.0% | +4.7% |
| 30D | +18.2% | -2.5% | +20.7% | +18.8% |
| 3M | +53.3% | -10.6% | +63.9% | +57.0% |
| 6M | +70.4% | -5.1% | +75.5% | +71.1% |
| YTD | +143.4% | -8.2% | +151.6% | +145.7% |
| 1Y | +153.0% | -4.4% | +157.4% | +152.0% |
| 3Y | +195.0% | +100.4% | +94.6% | +135.6% |
| 5Y | +618.8% | +294.3% | +324.5% | +353.9% |
| All | +924.9% | +989.7% | -64.8% | +411.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling