+609.6%
VLO vs TKO
+303.5%
+306.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +19.0% | -2.6% | +21.6% | +19.4% |
| 3M | +50.0% | -7.8% | +57.7% | +51.5% |
| 6M | +79.1% | -7.0% | +86.2% | +80.3% |
| YTD | +140.3% | -8.5% | +148.8% | +142.2% |
| 1Y | +148.3% | -1.3% | +149.6% | +146.3% |
| 3Y | +194.6% | +105.0% | +89.7% | +154.4% |
| 5Y | +609.6% | +292.9% | +316.7% | +332.0% |
| All | +609.6% | +303.5% | +306.1% | +332.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling