+120.6%
VLO vs TRI
-22.4%
+143.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.4% | -12.2% | -5.9% |
| 7D | -6.0% | +1.0% | -6.9% | -6.0% |
| 30D | -12.9% | +20.8% | -33.6% | -13.3% |
| 3M | +18.3% | +8.1% | +10.2% | +18.2% |
| 6M | +46.4% | +24.2% | +22.3% | +43.9% |
| YTD | +127.7% | -7.8% | +135.5% | +117.2% |
| 1Y | +120.6% | -16.7% | +137.3% | +110.8% |
| All | +120.6% | -22.4% | +143.1% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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