+790.3%
VLO vs TMF
-82.1%
+872.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.0% |
| 7D | +9.6% | -9.3% | +18.9% | +7.7% |
| 30D | -17.4% | +1.9% | -19.3% | -16.9% |
| 3M | +10.8% | -11.2% | +22.0% | +8.6% |
| 6M | +56.9% | -17.7% | +74.7% | +52.2% |
| YTD | +136.8% | -24.5% | +161.2% | +127.1% |
| 1Y | +120.7% | -29.4% | +150.1% | +109.2% |
| 3Y | +231.9% | -33.4% | +265.3% | +220.8% |
| 5Y | +479.0% | -88.7% | +567.7% | +276.1% |
| All | +790.3% | -82.1% | +872.4% | +584.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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