+471.6%
VLO vs TMF
-88.7%
+560.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +2.6% |
| 7D | +6.8% | -8.2% | +14.9% | +5.9% |
| 30D | -17.9% | +5.3% | -23.2% | -17.4% |
| 3M | +13.5% | -8.5% | +22.0% | +12.7% |
| 6M | +53.0% | -17.2% | +70.2% | +50.7% |
| YTD | +133.7% | -23.4% | +157.1% | +129.1% |
| 1Y | +115.7% | -30.2% | +145.9% | +109.9% |
| 3Y | +231.9% | -32.9% | +264.9% | +226.2% |
| 5Y | +471.6% | -88.5% | +560.1% | +320.4% |
| All | +471.6% | -88.7% | +560.3% | +320.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling