+3,113.0%
VLO vs TRGP
+2,231.3%
+881.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | +22.6% | +11.5% | +11.1% | +17.3% |
| 3M | +43.8% | +9.0% | +34.8% | +38.7% |
| 6M | +65.7% | +20.5% | +45.2% | +53.9% |
| YTD | +131.1% | +59.5% | +71.6% | +92.6% |
| 1Y | +143.6% | +77.9% | +65.7% | +94.1% |
| 3Y | +201.4% | +253.6% | -52.2% | +83.5% |
| 5Y | +568.9% | +615.5% | -46.6% | +219.0% |
| 10Y | +891.8% | +897.1% | -5.3% | +248.1% |
| All | +3,113.0% | +2,231.3% | +881.7% | +464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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