+3,002.8%
VLO vs TMF
-70.3%
+3,073.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -2.5% |
| 7D | -9.5% | -1.1% | -8.5% | -9.7% |
| 30D | -19.1% | +11.8% | -31.0% | -17.1% |
| 3M | +11.4% | -4.0% | +15.4% | +10.7% |
| 6M | +46.7% | -16.5% | +63.3% | +42.1% |
| YTD | +118.6% | -19.9% | +138.5% | +111.0% |
| 1Y | +99.9% | -25.6% | +125.5% | +90.1% |
| 3Y | +210.5% | -29.9% | +240.3% | +201.3% |
| 5Y | +432.7% | -88.2% | +520.9% | +256.1% |
| 10Y | +717.1% | -81.7% | +798.8% | +588.0% |
| All | +3,002.8% | -70.3% | +3,073.2% | +3,620.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling