+101.0%
VLO vs TMF
-22.9%
+123.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -13.3% | +1.2% | -14.5% | -12.8% |
| 30D | -18.3% | +19.7% | -38.0% | -12.7% |
| 3M | +14.3% | -2.1% | +16.4% | +13.2% |
| 6M | +47.6% | -13.4% | +61.1% | +39.6% |
| YTD | +116.0% | -16.7% | +132.7% | +99.9% |
| 1Y | +101.0% | -23.3% | +124.4% | +81.6% |
| All | +101.0% | -22.9% | +123.9% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling