+8,384.8%
VLO vs TRI
+518.6%
+7,866.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.8% | +6.6% |
| 7D | +5.8% | -7.1% | +12.9% | +9.3% |
| 30D | +28.3% | -2.3% | +30.7% | +28.8% |
| 3M | +48.7% | +19.6% | +29.2% | +30.6% |
| 6M | +71.9% | -8.7% | +80.6% | +71.8% |
| YTD | +138.7% | -22.3% | +160.9% | +154.4% |
| 1Y | +148.5% | -40.7% | +189.1% | +208.7% |
| 3Y | +192.7% | -17.8% | +210.4% | +184.3% |
| 5Y | +601.6% | -8.5% | +610.1% | +516.9% |
| 10Y | +900.2% | +192.6% | +707.6% | +297.4% |
| All | +8,384.8% | +518.6% | +7,866.2% | +1,733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling