+193.8%
VLO vs TRU
-2.1%
+196.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +6.2% | -6.5% | +12.7% | +7.2% |
| 30D | +23.5% | -2.5% | +26.0% | +23.8% |
| 3M | +53.9% | +10.4% | +43.5% | +50.5% |
| 6M | +81.7% | +1.6% | +80.0% | +79.5% |
| YTD | +142.5% | -9.7% | +152.2% | +144.8% |
| 1Y | +145.4% | -17.3% | +162.7% | +152.2% |
| All | +193.8% | -2.1% | +196.0% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling