+18,379.6%
VLO vs TKO
+1,439.7%
+16,939.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.0% | -1.7% | +2.2% |
| 7D | +5.8% | +7.2% | -1.4% | +4.2% |
| 30D | +28.3% | +4.7% | +23.6% | +26.9% |
| 3M | +48.7% | -3.2% | +52.0% | +49.3% |
| 6M | +71.9% | -2.9% | +74.8% | +71.6% |
| YTD | +138.7% | -5.8% | +144.5% | +139.4% |
| 1Y | +148.5% | -1.1% | +149.5% | +145.8% |
| 3Y | +192.7% | +111.1% | +81.6% | +139.4% |
| 5Y | +601.6% | +315.6% | +286.1% | +382.6% |
| 10Y | +900.2% | +978.5% | -78.3% | +435.3% |
| All | +18,379.6% | +1,439.7% | +16,939.9% | +6,559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling