+609.6%
VLO vs TRI
-11.1%
+620.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +4.0% | -14.4% | +18.3% | +5.5% |
| 30D | +19.0% | -8.1% | +27.1% | +19.8% |
| 3M | +50.0% | +17.5% | +32.4% | +46.3% |
| 6M | +79.1% | -5.0% | +84.1% | +77.9% |
| YTD | +140.3% | -24.7% | +165.0% | +145.0% |
| 1Y | +148.3% | -41.5% | +189.8% | +162.7% |
| 3Y | +194.6% | -20.3% | +215.0% | +190.7% |
| 5Y | +609.6% | -10.9% | +620.5% | +589.0% |
| All | +609.6% | -11.1% | +620.7% | +589.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling