+2,965.2%
VLO vs TMF
-69.2%
+3,034.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -13.3% | +1.2% | -14.5% | -13.0% |
| 30D | -18.3% | +19.7% | -38.0% | -15.0% |
| 3M | +14.3% | -2.1% | +16.4% | +14.2% |
| 6M | +47.6% | -13.4% | +61.1% | +44.1% |
| YTD | +116.0% | -16.7% | +132.7% | +110.2% |
| 1Y | +101.0% | -23.3% | +124.4% | +92.4% |
| 3Y | +199.0% | -24.8% | +223.8% | +194.9% |
| 5Y | +419.0% | -88.0% | +507.1% | +247.9% |
| 10Y | +778.2% | -84.7% | +862.9% | +610.2% |
| All | +2,965.2% | -69.2% | +3,034.3% | +3,606.2% |
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